Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 114.78 115.06 0.28 0.2% 114.42
High 114.95 115.28 0.33 0.3% 114.97
Low 114.51 115.05 0.54 0.5% 114.18
Close 114.85 115.11 0.26 0.2% 114.85
Range 0.44 0.23 -0.21 -47.7% 0.79
ATR 0.51 0.50 -0.01 -1.1% 0.00
Volume 487 26 -461 -94.7% 1,708
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 115.84 115.70 115.24
R3 115.61 115.47 115.17
R2 115.38 115.38 115.15
R1 115.24 115.24 115.13 115.31
PP 115.15 115.15 115.15 115.18
S1 115.01 115.01 115.09 115.08
S2 114.92 114.92 115.07
S3 114.69 114.78 115.05
S4 114.46 114.55 114.98
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 117.04 116.73 115.28
R3 116.25 115.94 115.07
R2 115.46 115.46 114.99
R1 115.15 115.15 114.92 115.31
PP 114.67 114.67 114.67 114.74
S1 114.36 114.36 114.78 114.52
S2 113.88 113.88 114.71
S3 113.09 113.57 114.63
S4 112.30 112.78 114.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.28 114.18 1.10 1.0% 0.31 0.3% 85% True False 343
10 115.28 112.42 2.86 2.5% 0.46 0.4% 94% True False 368
20 115.28 112.26 3.02 2.6% 0.44 0.4% 94% True False 240
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 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.26
2.618 115.88
1.618 115.65
1.000 115.51
0.618 115.42
HIGH 115.28
0.618 115.19
0.500 115.17
0.382 115.14
LOW 115.05
0.618 114.91
1.000 114.82
1.618 114.68
2.618 114.45
4.250 114.07
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 115.17 115.04
PP 115.15 114.97
S1 115.13 114.90

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

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