Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 117.22 116.70 -0.52 -0.4% 114.00
High 117.53 117.53 0.00 0.0% 117.72
Low 116.82 116.28 -0.54 -0.5% 113.87
Close 117.11 117.22 0.11 0.1% 117.08
Range 0.71 1.25 0.54 76.1% 3.85
ATR 1.14 1.15 0.01 0.7% 0.00
Volume 543,182 768,235 225,053 41.4% 1,822,102
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 120.76 120.24 117.91
R3 119.51 118.99 117.56
R2 118.26 118.26 117.45
R1 117.74 117.74 117.33 118.00
PP 117.01 117.01 117.01 117.14
S1 116.49 116.49 117.11 116.75
S2 115.76 115.76 116.99
S3 114.51 115.24 116.88
S4 113.26 113.99 116.53
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 127.77 126.28 119.20
R3 123.92 122.43 118.14
R2 120.07 120.07 117.79
R1 118.58 118.58 117.43 119.33
PP 116.22 116.22 116.22 116.60
S1 114.73 114.73 116.73 115.48
S2 112.37 112.37 116.37
S3 108.52 110.88 116.02
S4 104.67 107.03 114.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.72 114.73 2.99 2.6% 0.94 0.8% 83% False False 626,703
10 117.72 113.67 4.05 3.5% 0.94 0.8% 88% False False 313,351
20 117.82 113.67 4.15 3.5% 1.07 0.9% 86% False False 343,925
40 117.82 112.91 4.91 4.2% 0.97 0.8% 88% False False 533,720
60 117.82 112.33 5.49 4.7% 0.84 0.7% 89% False False 364,730
80 117.82 109.55 8.27 7.1% 0.78 0.7% 93% False False 273,780
100 117.82 109.40 8.42 7.2% 0.71 0.6% 93% False False 219,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122.84
2.618 120.80
1.618 119.55
1.000 118.78
0.618 118.30
HIGH 117.53
0.618 117.05
0.500 116.91
0.382 116.76
LOW 116.28
0.618 115.51
1.000 115.03
1.618 114.26
2.618 113.01
4.250 110.97
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 117.12 117.15
PP 117.01 117.07
S1 116.91 117.00

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

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