Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 110.27 111.02 0.75 0.7% 110.49
High 110.95 111.43 0.48 0.4% 111.06
Low 110.27 110.81 0.54 0.5% 109.55
Close 110.87 111.37 0.50 0.5% 110.34
Range 0.68 0.62 -0.06 -8.8% 1.51
ATR 0.67 0.67 0.00 -0.6% 0.00
Volume 224 1,619 1,395 622.8% 2,163
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 113.06 112.84 111.71
R3 112.44 112.22 111.54
R2 111.82 111.82 111.48
R1 111.60 111.60 111.43 111.71
PP 111.20 111.20 111.20 111.26
S1 110.98 110.98 111.31 111.09
S2 110.58 110.58 111.26
S3 109.96 110.36 111.20
S4 109.34 109.74 111.03
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
5 111.43 109.55 1.88 1.7% 0.66 0.6% 97% True False 647
10 112.45 109.55 2.90 2.6% 0.62 0.6% 63% False False 812
20 112.49 109.55 2.94 2.6% 0.64 0.6% 62% False False 751
40 112.98 109.40 3.58 3.2% 0.53 0.5% 55% False False 468
Crabel Price Patterns
NR True
NR4 True
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 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114.07
2.618 113.05
1.618 112.43
1.000 112.05
0.618 111.81
HIGH 111.43
0.618 111.19
0.500 111.12
0.382 111.05
LOW 110.81
0.618 110.43
1.000 110.19
1.618 109.81
2.618 109.19
4.250 108.18
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 111.29 111.17
PP 111.20 110.97
S1 111.12 110.77

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

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