Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 114.06 114.19 0.13 0.1% 113.31
High 114.27 114.60 0.33 0.3% 114.18
Low 113.96 113.90 -0.06 -0.1% 113.10
Close 114.12 114.03 -0.09 -0.1% 113.90
Range 0.31 0.70 0.39 125.8% 1.08
ATR 0.54 0.55 0.01 2.1% 0.00
Volume 433 1,813 1,380 318.7% 4,310
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 116.28 115.85 114.42
R3 115.58 115.15 114.22
R2 114.88 114.88 114.16
R1 114.45 114.45 114.09 114.32
PP 114.18 114.18 114.18 114.11
S1 113.75 113.75 113.97 113.62
S2 113.48 113.48 113.90
S3 112.78 113.05 113.84
S4 112.08 112.35 113.65
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 116.97 116.51 114.49
R3 115.89 115.43 114.20
R2 114.81 114.81 114.10
R1 114.35 114.35 114.00 114.58
PP 113.73 113.73 113.73 113.84
S1 113.27 113.27 113.80 113.50
S2 112.65 112.65 113.70
S3 111.57 112.19 113.60
S4 110.49 111.11 113.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.60 113.41 1.19 1.0% 0.46 0.4% 52% True False 1,049
10 114.60 112.33 2.27 2.0% 0.46 0.4% 75% True False 1,093
20 114.60 109.55 5.05 4.4% 0.53 0.5% 89% True False 951
40 114.60 109.55 5.05 4.4% 0.56 0.5% 89% True False 794
60 114.60 109.40 5.20 4.6% 0.47 0.4% 89% True False 602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 117.58
2.618 116.43
1.618 115.73
1.000 115.30
0.618 115.03
HIGH 114.60
0.618 114.33
0.500 114.25
0.382 114.17
LOW 113.90
0.618 113.47
1.000 113.20
1.618 112.77
2.618 112.07
4.250 110.93
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 114.25 114.15
PP 114.18 114.11
S1 114.10 114.07

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

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