Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 111.74 111.46 -0.28 -0.3% 111.19
High 112.25 112.13 -0.12 -0.1% 112.25
Low 111.45 111.33 -0.12 -0.1% 111.19
Close 111.79 112.01 0.22 0.2% 111.79
Range 0.80 0.80 0.00 0.0% 1.06
ATR 0.61 0.62 0.01 2.2% 0.00
Volume 2,143 789 -1,354 -63.2% 4,802
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 114.22 113.92 112.45
R3 113.42 113.12 112.23
R2 112.62 112.62 112.16
R1 112.32 112.32 112.08 112.47
PP 111.82 111.82 111.82 111.90
S1 111.52 111.52 111.94 111.67
S2 111.02 111.02 111.86
S3 110.22 110.72 111.79
S4 109.42 109.92 111.57
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
5 112.25 111.33 0.92 0.8% 0.63 0.6% 74% False True 1,113
10 112.25 109.59 2.66 2.4% 0.68 0.6% 91% False False 636
20 112.25 109.40 2.85 2.5% 0.51 0.5% 92% False False 460
40 113.39 109.40 3.99 3.6% 0.36 0.3% 65% False False 341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Fibonacci Retracements and Extensions
4.250 115.53
2.618 114.22
1.618 113.42
1.000 112.93
0.618 112.62
HIGH 112.13
0.618 111.82
0.500 111.73
0.382 111.64
LOW 111.33
0.618 110.84
1.000 110.53
1.618 110.04
2.618 109.24
4.250 107.93
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 111.92 111.94
PP 111.82 111.86
S1 111.73 111.79

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

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