Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 123.63 123.12 -0.51 -0.4% 121.69
High 124.34 123.20 -1.14 -0.9% 124.91
Low 123.15 122.40 -0.75 -0.6% 121.53
Close 123.75 122.47 -1.28 -1.0% 123.75
Range 1.19 0.80 -0.39 -32.8% 3.38
ATR 1.11 1.13 0.02 1.5% 0.00
Volume 536,664 26,290 -510,374 -95.1% 4,428,024
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 125.09 124.58 122.91
R3 124.29 123.78 122.69
R2 123.49 123.49 122.62
R1 122.98 122.98 122.54 122.84
PP 122.69 122.69 122.69 122.62
S1 122.18 122.18 122.40 122.04
S2 121.89 121.89 122.32
S3 121.09 121.38 122.25
S4 120.29 120.58 122.03
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 133.54 132.02 125.61
R3 130.16 128.64 124.68
R2 126.78 126.78 124.37
R1 125.26 125.26 124.06 126.02
PP 123.40 123.40 123.40 123.78
S1 121.88 121.88 123.44 122.64
S2 120.02 120.02 123.13
S3 116.64 118.50 122.82
S4 113.26 115.12 121.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.91 122.40 2.51 2.0% 1.26 1.0% 3% False True 768,162
10 124.91 120.00 4.91 4.0% 1.07 0.9% 50% False False 678,896
20 124.91 117.56 7.35 6.0% 0.98 0.8% 67% False False 670,326
40 124.91 113.67 11.24 9.2% 0.96 0.8% 78% False False 553,965
60 124.91 112.91 12.00 9.8% 0.98 0.8% 80% False False 516,942
80 124.91 112.91 12.00 9.8% 0.94 0.8% 80% False False 511,247
100 124.91 109.55 15.36 12.5% 0.85 0.7% 84% False False 409,177
120 124.91 109.55 15.36 12.5% 0.81 0.7% 84% False False 341,081
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.24
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126.60
2.618 125.29
1.618 124.49
1.000 124.00
0.618 123.69
HIGH 123.20
0.618 122.89
0.500 122.80
0.382 122.71
LOW 122.40
0.618 121.91
1.000 121.60
1.618 121.11
2.618 120.31
4.250 119.00
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 122.80 123.66
PP 122.69 123.26
S1 122.58 122.87

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

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