Euro Bund Future March 2009

Trading Metrics calculated at close of trading on 16-Oct-2008

Day Change Summary
	Previous	Current
	15-Oct-2008	16-Oct-2008	Change	Change %	Previous Week
Open	114.41	114.68	0.27	0.2%	116.75
High	114.42	114.80	0.38	0.3%	118.19
Low	114.28	114.18	-0.10	-0.1%	114.99
Close	114.42	114.96	0.54	0.5%	115.85
Range	0.14	0.62	0.48	342.9%	3.20
ATR	0.88	0.86	-0.02	-2.1%	0.00
Volume	362	45	-317	-87.6%	5,072

Daily Pivots for day following 16-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	116.51	116.35	115.30
R3	115.89	115.73	115.13
R2	115.27	115.27	115.07
R1	115.11	115.11	115.02	115.19
PP	114.65	114.65	114.65	114.69
S1	114.49	114.49	114.90	114.57
S2	114.03	114.03	114.85
S3	113.41	113.87	114.79
S4	112.79	113.25	114.62

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	116.17	114.18	1.99	1.7%	0.56	0.5%	39%	False	True	212
10	118.19	114.18	4.01	3.5%	0.79	0.7%	19%	False	True	616
20	118.19	113.48	4.71	4.1%	0.80	0.7%	31%	False	False	626

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117.44
2.618	116.42
1.618	115.80
1.000	115.42
0.618	115.18
HIGH	114.80
0.618	114.56
0.500	114.49
0.382	114.42
LOW	114.18
0.618	113.80
1.000	113.56
1.618	113.18
2.618	112.56
4.250	111.55

Fisher Pivots for day following 16-Oct-2008
Pivot	1 day	3 day
R1	114.80	114.80
PP	114.65	114.65
S1	114.49	114.49

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols