Euro Bund Future December 2008

Trading Metrics calculated at close of trading on 01-Aug-2008

Day Change Summary
	Previous	Current
	31-Jul-2008	01-Aug-2008	Change	Change %	Previous Week
Open	111.99	112.37	0.38	0.3%	110.27
High	112.36	112.51	0.15	0.1%	112.51
Low	111.57	112.06	0.49	0.4%	110.27
Close	112.23	112.26	0.03	0.0%	112.26
Range	0.79	0.45	-0.34	-43.0%	2.24
ATR	0.68	0.66	-0.02	-2.4%	0.00
Volume	2,313	1,457	-856	-37.0%	6,286

Daily Pivots for day following 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.63	113.39	112.51
R3	113.18	112.94	112.38
R2	112.73	112.73	112.34
R1	112.49	112.49	112.30	112.39
PP	112.28	112.28	112.28	112.22
S1	112.04	112.04	112.22	111.94
S2	111.83	111.83	112.18
S3	111.38	111.59	112.14
S4	110.93	111.14	112.01

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.40	117.57	113.49
R3	116.16	115.33	112.88
R2	113.92	113.92	112.67
R1	113.09	113.09	112.47	113.51
PP	111.68	111.68	111.68	111.89
S1	110.85	110.85	112.05	111.27
S2	109.44	109.44	111.85
S3	107.20	108.61	111.64
S4	104.96	106.37	111.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.51	110.27	2.24	2.0%	0.64	0.6%	89%	True	False	1,257
10	112.51	109.55	2.96	2.6%	0.62	0.6%	92%	True	False	844
20	112.51	109.55	2.96	2.6%	0.63	0.6%	92%	True	False	940
40	112.98	109.40	3.58	3.2%	0.56	0.5%	80%	False	False	579

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	0.12
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	114.42
2.618	113.69
1.618	113.24
1.000	112.96
0.618	112.79
HIGH	112.51
0.618	112.34
0.500	112.29
0.382	112.23
LOW	112.06
0.618	111.78
1.000	111.61
1.618	111.33
2.618	110.88
4.250	110.15

Fisher Pivots for day following 01-Aug-2008
Pivot	1 day	3 day
R1	112.29	112.15
PP	112.28	112.04
S1	112.27	111.94

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols