Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 111.83 112.04 0.21 0.2% 110.34
High 112.19 112.05 -0.14 -0.1% 111.75
Low 111.46 111.70 0.24 0.2% 109.59
Close 111.92 112.03 0.11 0.1% 111.13
Range 0.73 0.35 -0.38 -52.1% 2.16
ATR 0.62 0.60 -0.02 -3.1% 0.00
Volume 44 2,016 1,972 4,481.8% 1,145
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 112.98 112.85 112.22
R3 112.63 112.50 112.13
R2 112.28 112.28 112.09
R1 112.15 112.15 112.06 112.04
PP 111.93 111.93 111.93 111.87
S1 111.80 111.80 112.00 111.69
S2 111.58 111.58 111.97
S3 111.23 111.45 111.93
S4 110.88 111.10 111.84
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
5 112.19 111.19 1.00 0.9% 0.59 0.5% 84% False False 534
10 112.19 109.59 2.60 2.3% 0.57 0.5% 94% False False 400
20 112.19 109.40 2.79 2.5% 0.44 0.4% 94% False False 316
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 113.54
2.618 112.97
1.618 112.62
1.000 112.40
0.618 112.27
HIGH 112.05
0.618 111.92
0.500 111.88
0.382 111.83
LOW 111.70
0.618 111.48
1.000 111.35
1.618 111.13
2.618 110.78
4.250 110.21
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 111.98 111.96
PP 111.93 111.89
S1 111.88 111.83

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

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