Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 117.62 117.35 -0.27 -0.2% 115.69
High 117.67 117.53 -0.14 -0.1% 117.27
Low 117.16 117.24 0.08 0.1% 115.13
Close 117.24 117.40 0.16 0.1% 117.06
Range 0.51 0.29 -0.22 -43.1% 2.14
ATR 0.71 0.68 -0.03 -4.2% 0.00
Volume 1,215,025 81,879 -1,133,146 -93.3% 7,090,983
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 118.26 118.12 117.56
R3 117.97 117.83 117.48
R2 117.68 117.68 117.45
R1 117.54 117.54 117.43 117.61
PP 117.39 117.39 117.39 117.43
S1 117.25 117.25 117.37 117.32
S2 117.10 117.10 117.35
S3 116.81 116.96 117.32
S4 116.52 116.67 117.24
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 122.91 122.12 118.24
R3 120.77 119.98 117.65
R2 118.63 118.63 117.45
R1 117.84 117.84 117.26 118.24
PP 116.49 116.49 116.49 116.68
S1 115.70 115.70 116.86 116.10
S2 114.35 114.35 116.67
S3 112.21 113.56 116.47
S4 110.07 111.42 115.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.89 116.21 1.68 1.4% 0.62 0.5% 71% False False 1,449,624
10 117.89 115.13 2.76 2.4% 0.60 0.5% 82% False False 1,386,250
20 117.89 115.13 2.76 2.4% 0.64 0.5% 82% False False 1,294,555
40 118.08 114.85 3.23 2.8% 0.69 0.6% 79% False False 1,333,906
60 118.08 112.60 5.48 4.7% 0.68 0.6% 88% False False 1,163,326
80 118.08 112.60 5.48 4.7% 0.65 0.6% 88% False False 930,841
100 118.08 112.00 6.08 5.2% 0.61 0.5% 89% False False 744,927
120 118.08 112.00 6.08 5.2% 0.56 0.5% 89% False False 620,829
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 118.76
2.618 118.29
1.618 118.00
1.000 117.82
0.618 117.71
HIGH 117.53
0.618 117.42
0.500 117.39
0.382 117.35
LOW 117.24
0.618 117.06
1.000 116.95
1.618 116.77
2.618 116.48
4.250 116.01
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 117.40 117.53
PP 117.39 117.48
S1 117.39 117.44

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

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