Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 114.05 114.06 0.01 0.0% 116.55
High 114.73 114.45 -0.28 -0.2% 117.82
Low 113.78 113.79 0.01 0.0% 115.46
Close 113.99 113.98 -0.01 0.0% 116.11
Range 0.95 0.66 -0.29 -30.5% 2.36
ATR 1.18 1.15 -0.04 -3.2% 0.00
Volume
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 116.05 115.68 114.34
R3 115.39 115.02 114.16
R2 114.73 114.73 114.10
R1 114.36 114.36 114.04 114.22
PP 114.07 114.07 114.07 114.00
S1 113.70 113.70 113.92 113.56
S2 113.41 113.41 113.86
S3 112.75 113.04 113.80
S4 112.09 112.38 113.62
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 123.54 122.19 117.41
R3 121.18 119.83 116.76
R2 118.82 118.82 116.54
R1 117.47 117.47 116.33 116.97
PP 116.46 116.46 116.46 116.21
S1 115.11 115.11 115.89 114.61
S2 114.10 114.10 115.68
S3 111.74 112.75 115.46
S4 109.38 110.39 114.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.79 113.78 3.01 2.6% 1.16 1.0% 7% False False
10 117.82 113.78 4.04 3.5% 1.17 1.0% 5% False False 198,180
20 117.82 112.91 4.91 4.3% 0.98 0.9% 22% False False 442,897
40 117.82 112.91 4.91 4.3% 0.92 0.8% 22% False False 467,774
60 117.82 110.11 7.71 6.8% 0.80 0.7% 50% False False 312,626
80 117.82 109.55 8.27 7.3% 0.74 0.7% 54% False False 234,636
100 117.82 109.40 8.42 7.4% 0.67 0.6% 54% False False 187,750
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 117.26
2.618 116.18
1.618 115.52
1.000 115.11
0.618 114.86
HIGH 114.45
0.618 114.20
0.500 114.12
0.382 114.04
LOW 113.79
0.618 113.38
1.000 113.13
1.618 112.72
2.618 112.06
4.250 110.99
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 114.12 114.27
PP 114.07 114.17
S1 114.03 114.08

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

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