Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary
Previous Current
23-Jan-2008 24-Jan-2008 Change Change % Previous Week
Open 116.00 116.00 0.00 0.0% 115.06
High 117.03 116.26 -0.77 -0.7% 116.14
Low 116.00 115.58 -0.42 -0.4% 115.05
Close 116.65 115.62 -1.03 -0.9% 115.91
Range 1.03 0.68 -0.35 -34.0% 1.09
ATR 0.66 0.69 0.03 4.5% 0.00
Volume 96 167 71 74.0% 2,906
Daily Pivots for day following 24-Jan-2008
Classic Woodie Camarilla DeMark
R4 117.86 117.42 115.99
R3 117.18 116.74 115.81
R2 116.50 116.50 115.74
R1 116.06 116.06 115.68 115.94
PP 115.82 115.82 115.82 115.76
S1 115.38 115.38 115.56 115.26
S2 115.14 115.14 115.50
S3 114.46 114.70 115.43
S4 113.78 114.02 115.25
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 118.97 118.53 116.51
R3 117.88 117.44 116.21
R2 116.79 116.79 116.11
R1 116.35 116.35 116.01 116.57
PP 115.70 115.70 115.70 115.81
S1 115.26 115.26 115.81 115.48
S2 114.61 114.61 115.71
S3 113.52 114.17 115.61
S4 112.43 113.08 115.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.65 115.58 2.07 1.8% 0.87 0.8% 2% False True 174
10 117.65 114.51 3.14 2.7% 0.64 0.6% 35% False False 423
20 117.65 112.26 5.39 4.7% 0.54 0.5% 62% False False 372
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119.15
2.618 118.04
1.618 117.36
1.000 116.94
0.618 116.68
HIGH 116.26
0.618 116.00
0.500 115.92
0.382 115.84
LOW 115.58
0.618 115.16
1.000 114.90
1.618 114.48
2.618 113.80
4.250 112.69
Fisher Pivots for day following 24-Jan-2008
Pivot 1 day 3 day
R1 115.92 116.62
PP 115.82 116.28
S1 115.72 115.95

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

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