Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 25-Jan-2008
Day Change Summary
Previous Current
24-Jan-2008 25-Jan-2008 Change Change % Previous Week
Open 116.00 115.39 -0.61 -0.5% 116.16
High 116.26 116.20 -0.06 -0.1% 117.65
Low 115.58 115.18 -0.40 -0.3% 115.18
Close 115.62 115.91 0.29 0.3% 115.91
Range 0.68 1.02 0.34 50.0% 2.47
ATR 0.69 0.71 0.02 3.4% 0.00
Volume 167 187 20 12.0% 1,026
Daily Pivots for day following 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 118.82 118.39 116.47
R3 117.80 117.37 116.19
R2 116.78 116.78 116.10
R1 116.35 116.35 116.00 116.57
PP 115.76 115.76 115.76 115.87
S1 115.33 115.33 115.82 115.55
S2 114.74 114.74 115.72
S3 113.72 114.31 115.63
S4 112.70 113.29 115.35
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 123.66 122.25 117.27
R3 121.19 119.78 116.59
R2 118.72 118.72 116.36
R1 117.31 117.31 116.14 116.78
PP 116.25 116.25 116.25 115.98
S1 114.84 114.84 115.68 114.31
S2 113.78 113.78 115.46
S3 111.31 112.37 115.23
S4 108.84 109.90 114.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.65 115.18 2.47 2.1% 1.00 0.9% 30% False True 205
10 117.65 115.05 2.60 2.2% 0.70 0.6% 33% False False 393
20 117.65 112.26 5.39 4.7% 0.57 0.5% 68% False False 380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.54
2.618 118.87
1.618 117.85
1.000 117.22
0.618 116.83
HIGH 116.20
0.618 115.81
0.500 115.69
0.382 115.57
LOW 115.18
0.618 114.55
1.000 114.16
1.618 113.53
2.618 112.51
4.250 110.85
Fisher Pivots for day following 25-Jan-2008
Pivot 1 day 3 day
R1 115.84 116.11
PP 115.76 116.04
S1 115.69 115.98

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

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