Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 112.01 111.83 -0.18 -0.2% 110.34
High 112.11 112.19 0.08 0.1% 111.75
Low 111.62 111.46 -0.16 -0.1% 109.59
Close 111.86 111.92 0.06 0.1% 111.13
Range 0.49 0.73 0.24 49.0% 2.16
ATR 0.61 0.62 0.01 1.4% 0.00
Volume 573 44 -529 -92.3% 1,145
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 114.05 113.71 112.32
R3 113.32 112.98 112.12
R2 112.59 112.59 112.05
R1 112.25 112.25 111.99 112.42
PP 111.86 111.86 111.86 111.94
S1 111.52 111.52 111.85 111.69
S2 111.13 111.13 111.79
S3 110.40 110.79 111.72
S4 109.67 110.06 111.52
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 117.30 116.38 112.32
R3 115.14 114.22 111.72
R2 112.98 112.98 111.53
R1 112.06 112.06 111.33 112.52
PP 110.82 110.82 110.82 111.06
S1 109.90 109.90 110.93 110.36
S2 108.66 108.66 110.73
S3 106.50 107.74 110.54
S4 104.34 105.58 109.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.19 109.64 2.55 2.3% 0.75 0.7% 89% True False 191
10 112.19 109.59 2.60 2.3% 0.63 0.6% 90% True False 223
20 112.19 109.40 2.79 2.5% 0.42 0.4% 90% True False 219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.29
2.618 114.10
1.618 113.37
1.000 112.92
0.618 112.64
HIGH 112.19
0.618 111.91
0.500 111.83
0.382 111.74
LOW 111.46
0.618 111.01
1.000 110.73
1.618 110.28
2.618 109.55
4.250 108.36
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 111.89 111.84
PP 111.86 111.77
S1 111.83 111.69

These figures are updated between 7pm and 10pm EST after a trading day.

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