Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 109.87 110.94 1.07 1.0% 110.49
High 110.68 111.06 0.38 0.3% 111.06
Low 109.87 110.11 0.24 0.2% 109.55
Close 110.50 110.34 -0.16 -0.1% 110.34
Range 0.81 0.95 0.14 17.3% 1.51
ATR 0.65 0.67 0.02 3.3% 0.00
Volume 674 594 -80 -11.9% 2,163
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 113.35 112.80 110.86
R3 112.40 111.85 110.60
R2 111.45 111.45 110.51
R1 110.90 110.90 110.43 110.70
PP 110.50 110.50 110.50 110.41
S1 109.95 109.95 110.25 109.75
S2 109.55 109.55 110.17
S3 108.60 109.00 110.08
S4 107.65 108.05 109.82
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 114.85 114.10 111.17
R3 113.34 112.59 110.76
R2 111.83 111.83 110.62
R1 111.08 111.08 110.48 110.70
PP 110.32 110.32 110.32 110.13
S1 109.57 109.57 110.20 109.19
S2 108.81 108.81 110.06
S3 107.30 108.06 109.92
S4 105.79 106.55 109.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.06 109.55 1.51 1.4% 0.60 0.5% 52% True False 432
10 112.49 109.55 2.94 2.7% 0.62 0.6% 27% False False 771
20 112.49 109.55 2.94 2.7% 0.62 0.6% 27% False False 683
40 112.98 109.40 3.58 3.2% 0.50 0.4% 26% False False 425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 115.10
2.618 113.55
1.618 112.60
1.000 112.01
0.618 111.65
HIGH 111.06
0.618 110.70
0.500 110.59
0.382 110.47
LOW 110.11
0.618 109.52
1.000 109.16
1.618 108.57
2.618 107.62
4.250 106.07
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 110.59 110.33
PP 110.50 110.32
S1 110.42 110.31

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

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