Euro Bund Future December 2008

Trading Metrics calculated at close of trading on 11-Jul-2008

Day Change Summary
	Previous	Current
	10-Jul-2008	11-Jul-2008	Change	Change %	Previous Week
Open	112.04	111.74	-0.30	-0.3%	111.19
High	112.05	112.25	0.20	0.2%	112.25
Low	111.70	111.45	-0.25	-0.2%	111.19
Close	112.03	111.79	-0.24	-0.2%	111.79
Range	0.35	0.80	0.45	128.6%	1.06
ATR	0.60	0.61	0.01	2.4%	0.00
Volume	2,016	2,143	127	6.3%	4,802

Daily Pivots for day following 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.23	113.81	112.23
R3	113.43	113.01	112.01
R2	112.63	112.63	111.94
R1	112.21	112.21	111.86	112.42
PP	111.83	111.83	111.83	111.94
S1	111.41	111.41	111.72	111.62
S2	111.03	111.03	111.64
S3	110.23	110.61	111.57
S4	109.43	109.81	111.35

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.92	114.42	112.37
R3	113.86	113.36	112.08
R2	112.80	112.80	111.98
R1	112.30	112.30	111.89	112.55
PP	111.74	111.74	111.74	111.87
S1	111.24	111.24	111.69	111.49
S2	110.68	110.68	111.60
S3	109.62	110.18	111.50
S4	108.56	109.12	111.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.25	111.19	1.06	0.9%	0.64	0.6%	57%	True	False	960
10	112.25	109.59	2.66	2.4%	0.61	0.5%	83%	True	False	594
20	112.25	109.40	2.85	2.5%	0.47	0.4%	84%	True	False	423

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.12
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115.65
2.618	114.34
1.618	113.54
1.000	113.05
0.618	112.74
HIGH	112.25
0.618	111.94
0.500	111.85
0.382	111.76
LOW	111.45
0.618	110.96
1.000	110.65
1.618	110.16
2.618	109.36
4.250	108.05

Fisher Pivots for day following 11-Jul-2008
Pivot	1 day	3 day
R1	111.85	111.85
PP	111.83	111.83
S1	111.81	111.81

Download as Excel Spreadsheet

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

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