Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 113.84 113.69 -0.15 -0.1% 114.06
High 113.92 114.40 0.48 0.4% 114.60
Low 113.24 113.62 0.38 0.3% 113.24
Close 113.55 114.33 0.78 0.7% 113.55
Range 0.68 0.78 0.10 14.7% 1.36
ATR 0.59 0.61 0.02 3.2% 0.00
Volume 7,040 5,081 -1,959 -27.8% 37,690
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 116.46 116.17 114.76
R3 115.68 115.39 114.54
R2 114.90 114.90 114.47
R1 114.61 114.61 114.40 114.76
PP 114.12 114.12 114.12 114.19
S1 113.83 113.83 114.26 113.98
S2 113.34 113.34 114.19
S3 112.56 113.05 114.12
S4 111.78 112.27 113.90
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 117.88 117.07 114.30
R3 116.52 115.71 113.92
R2 115.16 115.16 113.80
R1 114.35 114.35 113.67 114.08
PP 113.80 113.80 113.80 113.66
S1 112.99 112.99 113.43 112.72
S2 112.44 112.44 113.30
S3 111.08 111.63 113.18
S4 109.72 110.27 112.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.60 113.24 1.36 1.2% 0.74 0.6% 80% False False 8,467
10 114.60 113.24 1.36 1.2% 0.56 0.5% 80% False False 4,643
20 114.60 110.81 3.79 3.3% 0.55 0.5% 93% False False 2,897
40 114.60 109.55 5.05 4.4% 0.59 0.5% 95% False False 1,786
60 114.60 109.40 5.20 4.5% 0.52 0.5% 95% False False 1,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117.72
2.618 116.44
1.618 115.66
1.000 115.18
0.618 114.88
HIGH 114.40
0.618 114.10
0.500 114.01
0.382 113.92
LOW 113.62
0.618 113.14
1.000 112.84
1.618 112.36
2.618 111.58
4.250 110.31
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 114.22 114.18
PP 114.12 114.03
S1 114.01 113.89

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

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