Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 08-Feb-2008
Day Change Summary
Previous Current
07-Feb-2008 08-Feb-2008 Change Change % Previous Week
Open 117.12 116.80 -0.32 -0.3% 116.47
High 117.39 117.49 0.10 0.1% 117.50
Low 116.58 116.54 -0.04 0.0% 116.33
Close 117.22 117.23 0.01 0.0% 117.23
Range 0.81 0.95 0.14 17.3% 1.17
ATR 0.76 0.77 0.01 1.8% 0.00
Volume 1,324,825 1,390,380 65,555 4.9% 6,154,503
Daily Pivots for day following 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 119.94 119.53 117.75
R3 118.99 118.58 117.49
R2 118.04 118.04 117.40
R1 117.63 117.63 117.32 117.84
PP 117.09 117.09 117.09 117.19
S1 116.68 116.68 117.14 116.89
S2 116.14 116.14 117.06
S3 115.19 115.73 116.97
S4 114.24 114.78 116.71
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 120.53 120.05 117.87
R3 119.36 118.88 117.55
R2 118.19 118.19 117.44
R1 117.71 117.71 117.34 117.95
PP 117.02 117.02 117.02 117.14
S1 116.54 116.54 117.12 116.78
S2 115.85 115.85 117.02
S3 114.68 115.37 116.91
S4 113.51 114.20 116.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.50 116.33 1.17 1.0% 0.75 0.6% 77% False False 1,230,900
10 117.50 115.60 1.90 1.6% 0.68 0.6% 86% False False 1,211,053
20 118.08 115.40 2.68 2.3% 0.76 0.6% 68% False False 1,376,029
40 118.08 112.60 5.48 4.7% 0.69 0.6% 84% False False 1,098,603
60 118.08 112.60 5.48 4.7% 0.66 0.6% 84% False False 832,739
80 118.08 112.00 6.08 5.2% 0.61 0.5% 86% False False 624,879
100 118.08 112.00 6.08 5.2% 0.55 0.5% 86% False False 499,984
120 118.08 112.00 6.08 5.2% 0.49 0.4% 86% False False 416,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121.53
2.618 119.98
1.618 119.03
1.000 118.44
0.618 118.08
HIGH 117.49
0.618 117.13
0.500 117.02
0.382 116.90
LOW 116.54
0.618 115.95
1.000 115.59
1.618 115.00
2.618 114.05
4.250 112.50
Fisher Pivots for day following 08-Feb-2008
Pivot 1 day 3 day
R1 117.16 117.16
PP 117.09 117.09
S1 117.02 117.02

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

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