Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 116.55 116.55 0.00 0.0% 113.58
High 117.35 117.35 0.00 0.0% 116.71
Low 116.31 116.31 0.00 0.0% 113.50
Close 117.17 117.17 0.00 0.0% 115.65
Range 1.04 1.04 0.00 0.0% 3.21
ATR 1.05 1.05 0.00 -0.1% 0.00
Volume 871,358 0 -871,358 -100.0% 3,895,831
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 120.06 119.66 117.74
R3 119.02 118.62 117.46
R2 117.98 117.98 117.36
R1 117.58 117.58 117.27 117.78
PP 116.94 116.94 116.94 117.05
S1 116.54 116.54 117.07 116.74
S2 115.90 115.90 116.98
S3 114.86 115.50 116.88
S4 113.82 114.46 116.60
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 124.92 123.49 117.42
R3 121.71 120.28 116.53
R2 118.50 118.50 116.24
R1 117.07 117.07 115.94 117.79
PP 115.29 115.29 115.29 115.64
S1 113.86 113.86 115.36 114.58
S2 112.08 112.08 115.06
S3 108.87 110.65 114.77
S4 105.66 107.44 113.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.35 114.80 2.55 2.2% 1.07 0.9% 93% True False 748,996
10 117.35 113.23 4.12 3.5% 0.92 0.8% 96% True False 708,528
20 117.35 112.91 4.44 3.8% 0.89 0.8% 96% True False 665,818
40 117.35 112.91 4.44 3.8% 0.80 0.7% 96% True False 468,615
60 117.35 109.55 7.80 6.7% 0.72 0.6% 98% True False 312,721
80 117.35 109.40 7.95 6.8% 0.67 0.6% 98% True False 234,664
100 117.35 109.40 7.95 6.8% 0.58 0.5% 98% True False 187,774
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 0.20
Fibonacci Retracements and Extensions
4.250 121.77
2.618 120.07
1.618 119.03
1.000 118.39
0.618 117.99
HIGH 117.35
0.618 116.95
0.500 116.83
0.382 116.71
LOW 116.31
0.618 115.67
1.000 115.27
1.618 114.63
2.618 113.59
4.250 111.89
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 117.06 116.90
PP 116.94 116.63
S1 116.83 116.36

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

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