Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 02-Jan-2008
Day Change Summary
Previous Current
28-Dec-2007 02-Jan-2008 Change Change % Previous Week
Open 112.42 112.76 0.34 0.3% 112.36
High 112.77 113.88 1.11 1.0% 112.77
Low 112.42 112.51 0.09 0.1% 112.26
Close 112.71 113.71 1.00 0.9% 112.71
Range 0.35 1.37 1.02 291.4% 0.51
ATR 0.50 0.56 0.06 12.4% 0.00
Volume 519 154 -365 -70.3% 534
Daily Pivots for day following 02-Jan-2008
Classic Woodie Camarilla DeMark
R4 117.48 116.96 114.46
R3 116.11 115.59 114.09
R2 114.74 114.74 113.96
R1 114.22 114.22 113.84 114.48
PP 113.37 113.37 113.37 113.50
S1 112.85 112.85 113.58 113.11
S2 112.00 112.00 113.46
S3 110.63 111.48 113.33
S4 109.26 110.11 112.96
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 114.11 113.92 112.99
R3 113.60 113.41 112.85
R2 113.09 113.09 112.80
R1 112.90 112.90 112.76 113.00
PP 112.58 112.58 112.58 112.63
S1 112.39 112.39 112.66 112.49
S2 112.07 112.07 112.62
S3 111.56 111.88 112.57
S4 111.05 111.37 112.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.88 112.26 1.62 1.4% 0.50 0.4% 90% True False 160
10 113.88 112.26 1.62 1.4% 0.42 0.4% 90% True False 142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 119.70
2.618 117.47
1.618 116.10
1.000 115.25
0.618 114.73
HIGH 113.88
0.618 113.36
0.500 113.20
0.382 113.03
LOW 112.51
0.618 111.66
1.000 111.14
1.618 110.29
2.618 108.92
4.250 106.69
Fisher Pivots for day following 02-Jan-2008
Pivot 1 day 3 day
R1 113.54 113.50
PP 113.37 113.28
S1 113.20 113.07

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

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