Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 116.50 116.24 -0.26 -0.2% 116.44
High 116.54 116.37 -0.17 -0.1% 118.08
Low 116.04 115.60 -0.44 -0.4% 115.58
Close 116.09 115.88 -0.21 -0.2% 116.33
Range 0.50 0.77 0.27 54.0% 2.50
ATR 0.77 0.77 0.00 0.0% 0.00
Volume 984,898 1,191,835 206,937 21.0% 8,530,907
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 118.26 117.84 116.30
R3 117.49 117.07 116.09
R2 116.72 116.72 116.02
R1 116.30 116.30 115.95 116.13
PP 115.95 115.95 115.95 115.86
S1 115.53 115.53 115.81 115.36
S2 115.18 115.18 115.74
S3 114.41 114.76 115.67
S4 113.64 113.99 115.46
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
5 116.78 115.58 1.20 1.0% 0.72 0.6% 25% False False 1,250,855
10 118.08 115.58 2.50 2.2% 0.86 0.7% 12% False False 1,446,737
20 118.08 114.05 4.03 3.5% 0.68 0.6% 45% False False 1,306,297
40 118.08 112.60 5.48 4.7% 0.68 0.6% 60% False False 1,018,467
60 118.08 112.60 5.48 4.7% 0.64 0.6% 60% False False 683,405
80 118.08 112.00 6.08 5.2% 0.57 0.5% 64% False False 512,773
100 118.08 112.00 6.08 5.2% 0.53 0.5% 64% False False 410,266
120 118.08 112.00 6.08 5.2% 0.45 0.4% 64% False False 341,959
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119.64
2.618 118.39
1.618 117.62
1.000 117.14
0.618 116.85
HIGH 116.37
0.618 116.08
0.500 115.99
0.382 115.89
LOW 115.60
0.618 115.12
1.000 114.83
1.618 114.35
2.618 113.58
4.250 112.33
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 115.99 116.17
PP 115.95 116.07
S1 115.92 115.98

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

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