Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 10-Jan-2008
Day Change Summary
Previous Current
09-Jan-2008 10-Jan-2008 Change Change % Previous Week
Open 114.51 114.78 0.27 0.2% 112.76
High 114.97 114.88 -0.09 -0.1% 114.55
Low 114.51 114.77 0.26 0.2% 112.51
Close 114.92 114.89 -0.03 0.0% 114.48
Range 0.46 0.11 -0.35 -76.1% 2.04
ATR 0.54 0.52 -0.03 -5.2% 0.00
Volume 1,147 26 -1,121 -97.7% 1,432
Daily Pivots for day following 10-Jan-2008
Classic Woodie Camarilla DeMark
R4 115.18 115.14 114.95
R3 115.07 115.03 114.92
R2 114.96 114.96 114.91
R1 114.92 114.92 114.90 114.94
PP 114.85 114.85 114.85 114.86
S1 114.81 114.81 114.88 114.83
S2 114.74 114.74 114.87
S3 114.63 114.70 114.86
S4 114.52 114.59 114.83
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 119.97 119.26 115.60
R3 117.93 117.22 115.04
R2 115.89 115.89 114.85
R1 115.18 115.18 114.67 115.54
PP 113.85 113.85 113.85 114.02
S1 113.14 113.14 114.29 113.50
S2 111.81 111.81 114.11
S3 109.77 111.10 113.92
S4 107.73 109.06 113.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.97 114.00 0.97 0.8% 0.35 0.3% 92% False False 273
10 114.97 112.26 2.71 2.4% 0.45 0.4% 97% False False 320
20 114.97 112.26 2.71 2.4% 0.50 0.4% 97% False False 243
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 115.35
2.618 115.17
1.618 115.06
1.000 114.99
0.618 114.95
HIGH 114.88
0.618 114.84
0.500 114.83
0.382 114.81
LOW 114.77
0.618 114.70
1.000 114.66
1.618 114.59
2.618 114.48
4.250 114.30
Fisher Pivots for day following 10-Jan-2008
Pivot 1 day 3 day
R1 114.87 114.79
PP 114.85 114.68
S1 114.83 114.58

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

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