Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 111.89 111.20 -0.69 -0.6% 111.46
High 111.89 111.20 -0.69 -0.6% 112.49
Low 111.34 110.42 -0.92 -0.8% 110.42
Close 111.65 110.60 -1.05 -0.9% 110.60
Range 0.55 0.78 0.23 41.8% 2.07
ATR 0.62 0.66 0.04 7.1% 0.00
Volume 109 354 245 224.8% 5,555
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 113.08 112.62 111.03
R3 112.30 111.84 110.81
R2 111.52 111.52 110.74
R1 111.06 111.06 110.67 110.90
PP 110.74 110.74 110.74 110.66
S1 110.28 110.28 110.53 110.12
S2 109.96 109.96 110.46
S3 109.18 109.50 110.39
S4 108.40 108.72 110.17
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 117.38 116.06 111.74
R3 115.31 113.99 111.17
R2 113.24 113.24 110.98
R1 111.92 111.92 110.79 111.55
PP 111.17 111.17 111.17 110.98
S1 109.85 109.85 110.41 109.48
S2 109.10 109.10 110.22
S3 107.03 107.78 110.03
S4 104.96 105.71 109.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.49 110.42 2.07 1.9% 0.64 0.6% 9% False True 1,111
10 112.49 110.42 2.07 1.9% 0.64 0.6% 9% False True 1,035
20 112.49 109.59 2.90 2.6% 0.56 0.5% 35% False False 602
40 112.98 109.40 3.58 3.2% 0.42 0.4% 34% False False 426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114.52
2.618 113.24
1.618 112.46
1.000 111.98
0.618 111.68
HIGH 111.20
0.618 110.90
0.500 110.81
0.382 110.72
LOW 110.42
0.618 109.94
1.000 109.64
1.618 109.16
2.618 108.38
4.250 107.11
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 110.81 111.44
PP 110.74 111.16
S1 110.67 110.88

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

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