Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 06-Feb-2008
Day Change Summary
Previous Current
05-Feb-2008 06-Feb-2008 Change Change % Previous Week
Open 116.56 117.49 0.93 0.8% 116.64
High 117.46 117.50 0.04 0.0% 116.87
Low 116.43 116.86 0.43 0.4% 115.60
Close 117.38 116.91 -0.47 -0.4% 116.78
Range 1.03 0.64 -0.39 -37.9% 1.27
ATR 0.77 0.76 -0.01 -1.2% 0.00
Volume 1,465,475 1,251,204 -214,271 -14.6% 5,956,028
Daily Pivots for day following 06-Feb-2008
Classic Woodie Camarilla DeMark
R4 119.01 118.60 117.26
R3 118.37 117.96 117.09
R2 117.73 117.73 117.03
R1 117.32 117.32 116.97 117.21
PP 117.09 117.09 117.09 117.03
S1 116.68 116.68 116.85 116.57
S2 116.45 116.45 116.79
S3 115.81 116.04 116.73
S4 115.17 115.40 116.56
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 120.23 119.77 117.48
R3 118.96 118.50 117.13
R2 117.69 117.69 117.01
R1 117.23 117.23 116.90 117.46
PP 116.42 116.42 116.42 116.53
S1 115.96 115.96 116.66 116.19
S2 115.15 115.15 116.55
S3 113.88 114.69 116.43
S4 112.61 113.42 116.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.50 116.03 1.47 1.3% 0.68 0.6% 60% True False 1,251,667
10 117.50 115.58 1.92 1.6% 0.70 0.6% 69% True False 1,251,261
20 118.08 114.85 3.23 2.8% 0.73 0.6% 64% False False 1,366,395
40 118.08 112.60 5.48 4.7% 0.69 0.6% 79% False False 1,092,495
60 118.08 112.60 5.48 4.7% 0.65 0.6% 79% False False 787,563
80 118.08 112.00 6.08 5.2% 0.59 0.5% 81% False False 590,975
100 118.08 112.00 6.08 5.2% 0.54 0.5% 81% False False 472,844
120 118.08 112.00 6.08 5.2% 0.47 0.4% 81% False False 394,092
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.22
2.618 119.18
1.618 118.54
1.000 118.14
0.618 117.90
HIGH 117.50
0.618 117.26
0.500 117.18
0.382 117.10
LOW 116.86
0.618 116.46
1.000 116.22
1.618 115.82
2.618 115.18
4.250 114.14
Fisher Pivots for day following 06-Feb-2008
Pivot 1 day 3 day
R1 117.18 116.92
PP 117.09 116.91
S1 117.00 116.91

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

View Archives - Comment on this page... - Back to Index of Symbols