Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 115.04 114.79 -0.25 -0.2% 113.87
High 115.22 115.26 0.04 0.0% 115.57
Low 114.56 114.60 0.04 0.0% 113.27
Close 114.94 114.79 -0.15 -0.1% 115.38
Range 0.66 0.66 0.00 0.0% 2.30
ATR 0.76 0.75 -0.01 -0.9% 0.00
Volume 1,007,083 1,001,349 -5,734 -0.6% 3,261,936
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 116.86 116.49 115.15
R3 116.20 115.83 114.97
R2 115.54 115.54 114.91
R1 115.17 115.17 114.85 115.12
PP 114.88 114.88 114.88 114.86
S1 114.51 114.51 114.73 114.46
S2 114.22 114.22 114.67
S3 113.56 113.85 114.61
S4 112.90 113.19 114.43
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 121.64 120.81 116.65
R3 119.34 118.51 116.01
R2 117.04 117.04 115.80
R1 116.21 116.21 115.59 116.63
PP 114.74 114.74 114.74 114.95
S1 113.91 113.91 115.17 114.33
S2 112.44 112.44 114.96
S3 110.14 111.61 114.75
S4 107.84 109.31 114.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.57 113.98 1.59 1.4% 0.85 0.7% 51% False False 1,055,820
10 115.57 113.27 2.30 2.0% 0.83 0.7% 66% False False 730,091
20 115.57 113.24 2.33 2.0% 0.75 0.6% 67% False False 371,694
40 115.57 109.55 6.02 5.2% 0.65 0.6% 87% False False 186,289
60 115.57 109.55 6.02 5.2% 0.60 0.5% 87% False False 124,388
80 115.57 109.40 6.17 5.4% 0.52 0.5% 87% False False 93,360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.19
Fibonacci Retracements and Extensions
4.250 118.07
2.618 116.99
1.618 116.33
1.000 115.92
0.618 115.67
HIGH 115.26
0.618 115.01
0.500 114.93
0.382 114.85
LOW 114.60
0.618 114.19
1.000 113.94
1.618 113.53
2.618 112.87
4.250 111.80
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 114.93 114.78
PP 114.88 114.77
S1 114.84 114.76

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

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