Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 117.18 116.93 -0.25 -0.2% 116.47
High 117.42 116.94 -0.48 -0.4% 117.50
Low 116.43 116.16 -0.27 -0.2% 116.33
Close 116.46 116.53 0.07 0.1% 117.23
Range 0.99 0.78 -0.21 -21.2% 1.17
ATR 0.78 0.78 0.00 0.0% 0.00
Volume 1,697,060 1,427,521 -269,539 -15.9% 6,154,503
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 118.88 118.49 116.96
R3 118.10 117.71 116.74
R2 117.32 117.32 116.67
R1 116.93 116.93 116.60 116.74
PP 116.54 116.54 116.54 116.45
S1 116.15 116.15 116.46 115.96
S2 115.76 115.76 116.39
S3 114.98 115.37 116.32
S4 114.20 114.59 116.10
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
5 117.70 116.16 1.54 1.3% 0.84 0.7% 24% False True 1,399,871
10 117.70 116.03 1.67 1.4% 0.76 0.7% 30% False False 1,325,769
20 118.08 115.58 2.50 2.1% 0.81 0.7% 38% False False 1,386,253
40 118.08 112.60 5.48 4.7% 0.68 0.6% 72% False False 1,129,977
60 118.08 112.60 5.48 4.7% 0.68 0.6% 72% False False 903,870
80 118.08 112.60 5.48 4.7% 0.62 0.5% 72% False False 678,391
100 118.08 112.00 6.08 5.2% 0.57 0.5% 75% False False 542,825
120 118.08 112.00 6.08 5.2% 0.51 0.4% 75% False False 452,392
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 False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.26
2.618 118.98
1.618 118.20
1.000 117.72
0.618 117.42
HIGH 116.94
0.618 116.64
0.500 116.55
0.382 116.46
LOW 116.16
0.618 115.68
1.000 115.38
1.618 114.90
2.618 114.12
4.250 112.85
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 116.55 116.93
PP 116.54 116.80
S1 116.54 116.66

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

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