Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 116.04 116.60 0.56 0.5% 117.22
High 116.94 117.06 0.12 0.1% 117.53
Low 115.96 116.43 0.47 0.4% 115.88
Close 116.57 116.68 0.11 0.1% 115.93
Range 0.98 0.63 -0.35 -35.7% 1.65
ATR 1.13 1.09 -0.04 -3.2% 0.00
Volume 492,745 473,472 -19,273 -3.9% 3,437,909
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 118.61 118.28 117.03
R3 117.98 117.65 116.85
R2 117.35 117.35 116.80
R1 117.02 117.02 116.74 117.19
PP 116.72 116.72 116.72 116.81
S1 116.39 116.39 116.62 116.56
S2 116.09 116.09 116.56
S3 115.46 115.76 116.51
S4 114.83 115.13 116.33
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 121.40 120.31 116.84
R3 119.75 118.66 116.38
R2 118.10 118.10 116.23
R1 117.01 117.01 116.08 116.73
PP 116.45 116.45 116.45 116.31
S1 115.36 115.36 115.78 115.08
S2 114.80 114.80 115.63
S3 113.15 113.71 115.48
S4 111.50 112.06 115.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.46 115.88 1.58 1.4% 0.97 0.8% 51% False False 618,541
10 117.72 114.73 2.99 2.6% 0.96 0.8% 65% False False 622,622
20 117.82 113.67 4.15 3.6% 1.05 0.9% 73% False False 311,311
40 117.82 112.91 4.91 4.2% 0.97 0.8% 77% False False 488,564
60 117.82 112.91 4.91 4.2% 0.88 0.8% 77% False False 416,180
80 117.82 109.55 8.27 7.1% 0.80 0.7% 86% False False 312,369
100 117.82 109.40 8.42 7.2% 0.75 0.6% 86% False False 249,993
120 117.82 109.40 8.42 7.2% 0.66 0.6% 86% False False 208,364
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119.74
2.618 118.71
1.618 118.08
1.000 117.69
0.618 117.45
HIGH 117.06
0.618 116.82
0.500 116.75
0.382 116.67
LOW 116.43
0.618 116.04
1.000 115.80
1.618 115.41
2.618 114.78
4.250 113.75
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 116.75 116.68
PP 116.72 116.67
S1 116.70 116.67

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

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