Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 113.58 115.79 2.21 1.9% 113.51
High 114.06 115.94 1.88 1.6% 114.08
Low 113.50 114.76 1.26 1.1% 112.91
Close 113.81 115.07 1.26 1.1% 113.81
Range 0.56 1.18 0.62 110.7% 1.17
ATR 0.89 0.98 0.09 10.0% 0.00
Volume 0 1,022,205 1,022,205 4,090,752
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 118.80 118.11 115.72
R3 117.62 116.93 115.39
R2 116.44 116.44 115.29
R1 115.75 115.75 115.18 115.51
PP 115.26 115.26 115.26 115.13
S1 114.57 114.57 114.96 114.33
S2 114.08 114.08 114.85
S3 112.90 113.39 114.75
S4 111.72 112.21 114.42
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 117.11 116.63 114.45
R3 115.94 115.46 114.13
R2 114.77 114.77 114.02
R1 114.29 114.29 113.92 114.53
PP 113.60 113.60 113.60 113.72
S1 113.12 113.12 113.70 113.36
S2 112.43 112.43 113.60
S3 111.26 111.95 113.49
S4 110.09 110.78 113.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.94 113.23 2.71 2.4% 0.78 0.7% 68% True False 668,060
10 116.13 112.91 3.22 2.8% 0.83 0.7% 67% False False 511,295
20 116.13 112.91 3.22 2.8% 0.87 0.8% 67% False False 723,515
40 116.13 112.33 3.80 3.3% 0.73 0.6% 72% False False 375,133
60 116.13 109.55 6.58 5.7% 0.69 0.6% 84% False False 250,399
80 116.13 109.40 6.73 5.8% 0.62 0.5% 84% False False 187,857
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 0.19
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120.96
2.618 119.03
1.618 117.85
1.000 117.12
0.618 116.67
HIGH 115.94
0.618 115.49
0.500 115.35
0.382 115.21
LOW 114.76
0.618 114.03
1.000 113.58
1.618 112.85
2.618 111.67
4.250 109.75
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 115.35 114.95
PP 115.26 114.84
S1 115.16 114.72

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

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