Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 114.51 114.41 -0.10 -0.1% 116.75
High 114.80 114.42 -0.38 -0.3% 118.19
Low 114.51 114.28 -0.23 -0.2% 114.99
Close 114.45 114.42 -0.03 0.0% 115.85
Range 0.29 0.14 -0.15 -51.7% 3.20
ATR 0.94 0.88 -0.05 -5.8% 0.00
Volume 584 362 -222 -38.0% 5,072
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 114.79 114.75 114.50
R3 114.65 114.61 114.46
R2 114.51 114.51 114.45
R1 114.47 114.47 114.43 114.49
PP 114.37 114.37 114.37 114.39
S1 114.33 114.33 114.41 114.35
S2 114.23 114.23 114.39
S3 114.09 114.19 114.38
S4 113.95 114.05 114.34
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 125.94 124.10 117.61
R3 122.74 120.90 116.73
R2 119.54 119.54 116.44
R1 117.70 117.70 116.14 117.02
PP 116.34 116.34 116.34 116.01
S1 114.50 114.50 115.56 113.82
S2 113.14 113.14 115.26
S3 109.94 111.30 114.97
S4 106.74 108.10 114.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.04 114.28 2.76 2.4% 0.61 0.5% 5% False True 226
10 118.19 114.28 3.91 3.4% 0.81 0.7% 4% False True 625
20 118.19 113.48 4.71 4.1% 0.79 0.7% 20% False False 631
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 115.02
2.618 114.79
1.618 114.65
1.000 114.56
0.618 114.51
HIGH 114.42
0.618 114.37
0.500 114.35
0.382 114.33
LOW 114.28
0.618 114.19
1.000 114.14
1.618 114.05
2.618 113.91
4.250 113.69
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 114.40 114.69
PP 114.37 114.60
S1 114.35 114.51

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

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