Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 113.95 113.88 -0.07 -0.1% 115.60
High 114.02 114.49 0.47 0.4% 116.46
Low 113.81 113.88 0.07 0.1% 113.89
Close 113.78 114.40 0.62 0.5% 114.25
Range 0.21 0.61 0.40 190.5% 2.57
ATR 0.65 0.65 0.00 0.7% 0.00
Volume 20 631 611 3,055.0% 2,193
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 116.09 115.85 114.74
R3 115.48 115.24 114.57
R2 114.87 114.87 114.51
R1 114.63 114.63 114.46 114.75
PP 114.26 114.26 114.26 114.32
S1 114.02 114.02 114.34 114.14
S2 113.65 113.65 114.29
S3 113.04 113.41 114.23
S4 112.43 112.80 114.06
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.58 120.98 115.66
R3 120.01 118.41 114.96
R2 117.44 117.44 114.72
R1 115.84 115.84 114.49 115.36
PP 114.87 114.87 114.87 114.62
S1 113.27 113.27 114.01 112.79
S2 112.30 112.30 113.78
S3 109.73 110.70 113.54
S4 107.16 108.13 112.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.80 113.48 2.32 2.0% 0.62 0.5% 40% False False 407
10 116.46 113.48 2.98 2.6% 0.67 0.6% 31% False False 363
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.08
2.618 116.09
1.618 115.48
1.000 115.10
0.618 114.87
HIGH 114.49
0.618 114.26
0.500 114.19
0.382 114.11
LOW 113.88
0.618 113.50
1.000 113.27
1.618 112.89
2.618 112.28
4.250 111.29
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 114.33 114.26
PP 114.26 114.12
S1 114.19 113.99

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

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