Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 116.13 116.09 -0.04 0.0% 114.85
High 116.37 116.55 0.18 0.2% 115.50
Low 115.75 115.79 0.04 0.0% 114.58
Close 116.23 116.17 -0.06 -0.1% 115.25
Range 0.62 0.76 0.14 22.6% 0.92
ATR 0.61 0.62 0.01 1.8% 0.00
Volume 1,667,728 1,538,575 -129,153 -7.7% 5,590,815
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 118.45 118.07 116.59
R3 117.69 117.31 116.38
R2 116.93 116.93 116.31
R1 116.55 116.55 116.24 116.74
PP 116.17 116.17 116.17 116.27
S1 115.79 115.79 116.10 115.98
S2 115.41 115.41 116.03
S3 114.65 115.03 115.96
S4 113.89 114.27 115.75
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 117.87 117.48 115.76
R3 116.95 116.56 115.50
R2 116.03 116.03 115.42
R1 115.64 115.64 115.33 115.84
PP 115.11 115.11 115.11 115.21
S1 114.72 114.72 115.17 114.92
S2 114.19 114.19 115.08
S3 113.27 113.80 115.00
S4 112.35 112.88 114.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.55 114.85 1.70 1.5% 0.58 0.5% 78% True False 1,390,637
10 116.55 114.36 2.19 1.9% 0.54 0.5% 83% True False 1,221,112
20 116.55 112.60 3.95 3.4% 0.56 0.5% 90% True False 897,553
40 116.55 112.60 3.95 3.4% 0.62 0.5% 90% True False 701,077
60 116.55 112.60 3.95 3.4% 0.57 0.5% 90% True False 468,063
80 116.55 112.00 4.55 3.9% 0.51 0.4% 92% True False 351,195
100 116.55 112.00 4.55 3.9% 0.46 0.4% 92% True False 280,997
120 116.55 111.88 4.67 4.0% 0.38 0.3% 92% True False 234,292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 119.78
2.618 118.54
1.618 117.78
1.000 117.31
0.618 117.02
HIGH 116.55
0.618 116.26
0.500 116.17
0.382 116.08
LOW 115.79
0.618 115.32
1.000 115.03
1.618 114.56
2.618 113.80
4.250 112.56
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 116.17 116.12
PP 116.17 116.07
S1 116.17 116.02

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

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