Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary
Previous Current
25-Jan-2008 28-Jan-2008 Change Change % Previous Week
Open 115.70 116.64 0.94 0.8% 116.44
High 116.64 116.73 0.09 0.1% 118.08
Low 115.58 116.39 0.81 0.7% 115.58
Close 116.33 116.55 0.22 0.2% 116.33
Range 1.06 0.34 -0.72 -67.9% 2.50
ATR 0.82 0.79 -0.03 -3.6% 0.00
Volume 1,326,610 960,258 -366,352 -27.6% 8,530,907
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 117.58 117.40 116.74
R3 117.24 117.06 116.64
R2 116.90 116.90 116.61
R1 116.72 116.72 116.58 116.64
PP 116.56 116.56 116.56 116.52
S1 116.38 116.38 116.52 116.30
S2 116.22 116.22 116.49
S3 115.88 116.04 116.46
S4 115.54 115.70 116.36
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 124.16 122.75 117.71
R3 121.66 120.25 117.02
R2 119.16 119.16 116.79
R1 117.75 117.75 116.56 117.21
PP 116.66 116.66 116.66 116.39
S1 115.25 115.25 116.10 114.71
S2 114.16 114.16 115.87
S3 111.66 112.75 115.64
S4 109.16 110.25 114.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.08 115.58 2.50 2.1% 1.11 0.9% 39% False False 1,713,118
10 118.08 115.49 2.59 2.2% 0.84 0.7% 41% False False 1,519,533
20 118.08 112.67 5.41 4.6% 0.73 0.6% 72% False False 1,248,376
40 118.08 112.60 5.48 4.7% 0.69 0.6% 72% False False 967,011
60 118.08 112.60 5.48 4.7% 0.63 0.5% 72% False False 647,179
80 118.08 112.00 6.08 5.2% 0.57 0.5% 75% False False 485,575
100 118.08 112.00 6.08 5.2% 0.52 0.4% 75% False False 388,504
120 118.08 111.88 6.20 5.3% 0.44 0.4% 75% False False 323,829
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 118.18
2.618 117.62
1.618 117.28
1.000 117.07
0.618 116.94
HIGH 116.73
0.618 116.60
0.500 116.56
0.382 116.52
LOW 116.39
0.618 116.18
1.000 116.05
1.618 115.84
2.618 115.50
4.250 114.95
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 116.56 116.43
PP 116.56 116.30
S1 116.55 116.18

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

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