Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 113.45 113.55 0.10 0.1% 112.62
High 113.83 113.77 -0.06 -0.1% 113.49
Low 113.41 113.41 0.00 0.0% 112.21
Close 113.73 113.66 -0.07 -0.1% 113.30
Range 0.42 0.36 -0.06 -14.3% 1.28
ATR 0.57 0.56 -0.02 -2.6% 0.00
Volume 2,261 540 -1,721 -76.1% 4,797
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 114.69 114.54 113.86
R3 114.33 114.18 113.76
R2 113.97 113.97 113.73
R1 113.82 113.82 113.69 113.90
PP 113.61 113.61 113.61 113.65
S1 113.46 113.46 113.63 113.54
S2 113.25 113.25 113.59
S3 112.89 113.10 113.56
S4 112.53 112.74 113.46
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
5 113.83 113.10 0.73 0.6% 0.33 0.3% 77% False False 944
10 113.83 112.06 1.77 1.6% 0.43 0.4% 90% False False 1,036
20 113.83 109.55 4.28 3.8% 0.54 0.5% 96% False False 885
40 113.83 109.55 4.28 3.8% 0.53 0.5% 96% False False 735
60 113.83 109.40 4.43 3.9% 0.45 0.4% 96% False False 582
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.30
2.618 114.71
1.618 114.35
1.000 114.13
0.618 113.99
HIGH 113.77
0.618 113.63
0.500 113.59
0.382 113.55
LOW 113.41
0.618 113.19
1.000 113.05
1.618 112.83
2.618 112.47
4.250 111.88
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 113.64 113.64
PP 113.61 113.62
S1 113.59 113.61

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

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