Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 115.40 115.36 -0.04 0.0% 114.57
High 115.40 115.40 0.00 0.0% 115.66
Low 115.24 115.19 -0.05 0.0% 114.21
Close 115.44 115.29 -0.15 -0.1% 115.66
Range 0.16 0.21 0.05 31.3% 1.45
ATR
Volume 5 330 325 6,500.0% 1,754
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 115.92 115.82 115.41
R3 115.71 115.61 115.35
R2 115.50 115.50 115.33
R1 115.40 115.40 115.31 115.35
PP 115.29 115.29 115.29 115.27
S1 115.19 115.19 115.27 115.14
S2 115.08 115.08 115.25
S3 114.87 114.98 115.23
S4 114.66 114.77 115.17
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 119.53 119.04 116.46
R3 118.08 117.59 116.06
R2 116.63 116.63 115.93
R1 116.14 116.14 115.79 116.39
PP 115.18 115.18 115.18 115.30
S1 114.69 114.69 115.53 114.94
S2 113.73 113.73 115.39
S3 112.28 113.24 115.26
S4 110.83 111.79 114.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.70 114.76 0.94 0.8% 0.41 0.4% 56% False False 454
10 115.70 114.21 1.49 1.3% 0.21 0.2% 72% False False 297
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 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.29
2.618 115.95
1.618 115.74
1.000 115.61
0.618 115.53
HIGH 115.40
0.618 115.32
0.500 115.30
0.382 115.27
LOW 115.19
0.618 115.06
1.000 114.98
1.618 114.85
2.618 114.64
4.250 114.30
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 115.30 115.29
PP 115.29 115.28
S1 115.29 115.28

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

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