Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 110.22 109.71 -0.51 -0.5% 111.46
High 110.25 109.81 -0.44 -0.4% 112.49
Low 109.89 109.55 -0.34 -0.3% 110.42
Close 109.94 109.69 -0.25 -0.2% 110.60
Range 0.36 0.26 -0.10 -27.8% 2.07
ATR 0.64 0.62 -0.02 -2.8% 0.00
Volume 719 126 -593 -82.5% 5,555
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 110.46 110.34 109.83
R3 110.20 110.08 109.76
R2 109.94 109.94 109.74
R1 109.82 109.82 109.71 109.75
PP 109.68 109.68 109.68 109.65
S1 109.56 109.56 109.67 109.49
S2 109.42 109.42 109.64
S3 109.16 109.30 109.62
S4 108.90 109.04 109.55
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
5 111.89 109.55 2.34 2.1% 0.52 0.5% 6% False True 271
10 112.49 109.55 2.94 2.7% 0.56 0.5% 5% False True 1,060
20 112.49 109.55 2.94 2.7% 0.60 0.5% 5% False True 641
40 112.98 109.40 3.58 3.3% 0.45 0.4% 8% False False 428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.10
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 110.92
2.618 110.49
1.618 110.23
1.000 110.07
0.618 109.97
HIGH 109.81
0.618 109.71
0.500 109.68
0.382 109.65
LOW 109.55
0.618 109.39
1.000 109.29
1.618 109.13
2.618 108.87
4.250 108.45
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 109.69 110.05
PP 109.68 109.93
S1 109.68 109.81

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

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