Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 113.38 113.45 0.07 0.1% 112.62
High 113.65 113.83 0.18 0.2% 113.49
Low 113.38 113.41 0.03 0.0% 112.21
Close 113.52 113.73 0.21 0.2% 113.30
Range 0.27 0.42 0.15 55.6% 1.28
ATR 0.58 0.57 -0.01 -2.0% 0.00
Volume 664 2,261 1,597 240.5% 4,797
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 114.92 114.74 113.96
R3 114.50 114.32 113.85
R2 114.08 114.08 113.81
R1 113.90 113.90 113.77 113.99
PP 113.66 113.66 113.66 113.70
S1 113.48 113.48 113.69 113.57
S2 113.24 113.24 113.65
S3 112.82 113.06 113.61
S4 112.40 112.64 113.50
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 116.84 116.35 114.00
R3 115.56 115.07 113.65
R2 114.28 114.28 113.53
R1 113.79 113.79 113.42 114.04
PP 113.00 113.00 113.00 113.12
S1 112.51 112.51 113.18 112.76
S2 111.72 111.72 113.07
S3 110.44 111.23 112.95
S4 109.16 109.95 112.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.83 112.49 1.34 1.2% 0.42 0.4% 93% True False 1,086
10 113.83 111.57 2.26 2.0% 0.48 0.4% 96% True False 1,213
20 113.83 109.55 4.28 3.8% 0.55 0.5% 98% True False 864
40 113.83 109.40 4.43 3.9% 0.55 0.5% 98% True False 725
60 113.83 109.40 4.43 3.9% 0.44 0.4% 98% True False 583
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.62
2.618 114.93
1.618 114.51
1.000 114.25
0.618 114.09
HIGH 113.83
0.618 113.67
0.500 113.62
0.382 113.57
LOW 113.41
0.618 113.15
1.000 112.99
1.618 112.73
2.618 112.31
4.250 111.63
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 113.69 113.64
PP 113.66 113.55
S1 113.62 113.47

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

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