Euro Bund Future March 2009

Trading Metrics calculated at close of trading on 29-Oct-2008

Day Change Summary
	Previous	Current
	28-Oct-2008	29-Oct-2008	Change	Change %	Previous Week
Open	117.00	117.28	0.28	0.2%	114.78
High	117.73	117.48	-0.25	-0.2%	118.13
Low	116.72	117.00	0.28	0.2%	114.76
Close	117.46	117.08	-0.38	-0.3%	117.51
Range	1.01	0.48	-0.53	-52.5%	3.37
ATR	0.92	0.88	-0.03	-3.4%	0.00
Volume	303	2,029	1,726	569.6%	5,064

Daily Pivots for day following 29-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.63	118.33	117.34
R3	118.15	117.85	117.21
R2	117.67	117.67	117.17
R1	117.37	117.37	117.12	117.28
PP	117.19	117.19	117.19	117.14
S1	116.89	116.89	117.04	116.80
S2	116.71	116.71	116.99
S3	116.23	116.41	116.95
S4	115.75	115.93	116.82

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	126.91	125.58	119.36
R3	123.54	122.21	118.44
R2	120.17	120.17	118.13
R1	118.84	118.84	117.82	119.51
PP	116.80	116.80	116.80	117.13
S1	115.47	115.47	117.20	116.14
S2	113.43	113.43	116.89
S3	110.06	112.10	116.58
S4	106.69	108.73	115.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.13	116.72	1.41	1.2%	0.76	0.7%	26%	False	False	1,100
10	118.13	114.18	3.95	3.4%	0.81	0.7%	73%	False	False	939
20	118.19	114.18	4.01	3.4%	0.81	0.7%	72%	False	False	782
40	118.19	113.48	4.71	4.0%	0.73	0.6%	76%	False	False	648

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	119.52
2.618	118.74
1.618	118.26
1.000	117.96
0.618	117.78
HIGH	117.48
0.618	117.30
0.500	117.24
0.382	117.18
LOW	117.00
0.618	116.70
1.000	116.52
1.618	116.22
2.618	115.74
4.250	114.96

Fisher Pivots for day following 29-Oct-2008
Pivot	1 day	3 day
R1	117.24	117.32
PP	117.19	117.24
S1	117.13	117.16

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