Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
01-Sep-2008 02-Sep-2008 Change Change % Previous Week
Open 113.87 114.19 0.32 0.3% 113.69
High 114.32 114.27 -0.05 0.0% 114.62
Low 113.83 113.27 -0.56 -0.5% 113.53
Close 114.22 113.92 -0.30 -0.3% 113.86
Range 0.49 1.00 0.51 104.1% 1.09
ATR 0.62 0.64 0.03 4.4% 0.00
Volume 56,950 282,867 225,917 396.7% 148,821
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 116.82 116.37 114.47
R3 115.82 115.37 114.20
R2 114.82 114.82 114.10
R1 114.37 114.37 114.01 114.10
PP 113.82 113.82 113.82 113.68
S1 113.37 113.37 113.83 113.10
S2 112.82 112.82 113.74
S3 111.82 112.37 113.65
S4 110.82 111.37 113.37
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 117.27 116.66 114.46
R3 116.18 115.57 114.16
R2 115.09 115.09 114.06
R1 114.48 114.48 113.96 114.79
PP 114.00 114.00 114.00 114.16
S1 113.39 113.39 113.76 113.70
S2 112.91 112.91 113.66
S3 111.82 112.30 113.56
S4 110.73 111.21 113.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.54 113.27 1.27 1.1% 0.75 0.7% 51% False True 91,453
10 114.62 113.24 1.38 1.2% 0.72 0.6% 49% False False 52,408
20 114.62 112.33 2.29 2.0% 0.59 0.5% 69% False False 26,750
40 114.62 109.55 5.07 4.5% 0.60 0.5% 86% False False 13,841
60 114.62 109.40 5.22 4.6% 0.54 0.5% 87% False False 9,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 118.52
2.618 116.89
1.618 115.89
1.000 115.27
0.618 114.89
HIGH 114.27
0.618 113.89
0.500 113.77
0.382 113.65
LOW 113.27
0.618 112.65
1.000 112.27
1.618 111.65
2.618 110.65
4.250 109.02
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 113.87 113.88
PP 113.82 113.84
S1 113.77 113.80

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

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