Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 114.50 114.91 0.41 0.4% 116.30
High 114.96 115.67 0.71 0.6% 116.79
Low 114.25 114.73 0.48 0.4% 113.67
Close 114.78 115.24 0.46 0.4% 114.53
Range 0.71 0.94 0.23 32.4% 3.12
ATR 1.12 1.11 -0.01 -1.1% 0.00
Volume
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 118.03 117.58 115.76
R3 117.09 116.64 115.50
R2 116.15 116.15 115.41
R1 115.70 115.70 115.33 115.93
PP 115.21 115.21 115.21 115.33
S1 114.76 114.76 115.15 114.99
S2 114.27 114.27 115.07
S3 113.33 113.82 114.98
S4 112.39 112.88 114.72
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
5 115.67 113.67 2.00 1.7% 0.93 0.8% 79% True False
10 117.82 113.67 4.15 3.6% 1.15 1.0% 38% False False
20 117.82 113.25 4.57 4.0% 1.03 0.9% 44% False False 315,691
40 117.82 112.91 4.91 4.3% 0.95 0.8% 47% False False 466,085
60 117.82 111.57 6.25 5.4% 0.81 0.7% 59% False False 312,575
80 117.82 109.55 8.27 7.2% 0.77 0.7% 69% False False 234,623
100 117.82 109.40 8.42 7.3% 0.71 0.6% 69% False False 187,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.67
2.618 118.13
1.618 117.19
1.000 116.61
0.618 116.25
HIGH 115.67
0.618 115.31
0.500 115.20
0.382 115.09
LOW 114.73
0.618 114.15
1.000 113.79
1.618 113.21
2.618 112.27
4.250 110.74
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 115.23 115.08
PP 115.21 114.93
S1 115.20 114.77

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

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