Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 114.00 114.50 0.50 0.4% 116.30
High 115.33 114.96 -0.37 -0.3% 116.79
Low 113.87 114.25 0.38 0.3% 113.67
Close 114.76 114.78 0.02 0.0% 114.53
Range 1.46 0.71 -0.75 -51.4% 3.12
ATR 1.15 1.12 -0.03 -2.7% 0.00
Volume
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 116.79 116.50 115.17
R3 116.08 115.79 114.98
R2 115.37 115.37 114.91
R1 115.08 115.08 114.85 115.23
PP 114.66 114.66 114.66 114.74
S1 114.37 114.37 114.71 114.52
S2 113.95 113.95 114.65
S3 113.24 113.66 114.58
S4 112.53 112.95 114.39
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 124.36 122.56 116.25
R3 121.24 119.44 115.39
R2 118.12 118.12 115.10
R1 116.32 116.32 114.82 115.66
PP 115.00 115.00 115.00 114.67
S1 113.20 113.20 114.24 112.54
S2 111.88 111.88 113.96
S3 108.76 110.08 113.67
S4 105.64 106.96 112.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.33 113.67 1.66 1.4% 0.93 0.8% 67% False False
10 117.82 113.67 4.15 3.6% 1.14 1.0% 27% False False
20 117.82 113.23 4.59 4.0% 1.03 0.9% 34% False False 354,264
40 117.82 112.91 4.91 4.3% 0.95 0.8% 38% False False 466,814
60 117.82 111.36 6.46 5.6% 0.81 0.7% 53% False False 312,586
80 117.82 109.55 8.27 7.2% 0.77 0.7% 63% False False 234,627
100 117.82 109.40 8.42 7.3% 0.70 0.6% 64% False False 187,739
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117.98
2.618 116.82
1.618 116.11
1.000 115.67
0.618 115.40
HIGH 114.96
0.618 114.69
0.500 114.61
0.382 114.52
LOW 114.25
0.618 113.81
1.000 113.54
1.618 113.10
2.618 112.39
4.250 111.23
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 114.72 114.69
PP 114.66 114.59
S1 114.61 114.50

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

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