Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 29-Jan-2008
Day Change Summary
Previous Current
28-Jan-2008 29-Jan-2008 Change Change % Previous Week
Open 116.64 116.50 -0.14 -0.1% 116.44
High 116.73 116.54 -0.19 -0.2% 118.08
Low 116.39 116.04 -0.35 -0.3% 115.58
Close 116.55 116.09 -0.46 -0.4% 116.33
Range 0.34 0.50 0.16 47.1% 2.50
ATR 0.79 0.77 -0.02 -2.5% 0.00
Volume 960,258 984,898 24,640 2.6% 8,530,907
Daily Pivots for day following 29-Jan-2008
Classic Woodie Camarilla DeMark
R4 117.72 117.41 116.37
R3 117.22 116.91 116.23
R2 116.72 116.72 116.18
R1 116.41 116.41 116.14 116.32
PP 116.22 116.22 116.22 116.18
S1 115.91 115.91 116.04 115.82
S2 115.72 115.72 116.00
S3 115.22 115.41 115.95
S4 114.72 114.91 115.82
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
5 117.55 115.58 1.97 1.7% 0.80 0.7% 26% False False 1,421,103
10 118.08 115.58 2.50 2.2% 0.84 0.7% 20% False False 1,494,326
20 118.08 112.85 5.23 4.5% 0.72 0.6% 62% False False 1,284,163
40 118.08 112.60 5.48 4.7% 0.68 0.6% 64% False False 990,798
60 118.08 112.60 5.48 4.7% 0.64 0.6% 64% False False 663,590
80 118.08 112.00 6.08 5.2% 0.57 0.5% 67% False False 497,881
100 118.08 112.00 6.08 5.2% 0.53 0.5% 67% False False 398,350
120 118.08 111.88 6.20 5.3% 0.44 0.4% 68% False False 332,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.67
2.618 117.85
1.618 117.35
1.000 117.04
0.618 116.85
HIGH 116.54
0.618 116.35
0.500 116.29
0.382 116.23
LOW 116.04
0.618 115.73
1.000 115.54
1.618 115.23
2.618 114.73
4.250 113.92
Fisher Pivots for day following 29-Jan-2008
Pivot 1 day 3 day
R1 116.29 116.16
PP 116.22 116.13
S1 116.16 116.11

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

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