Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 115.70 116.30 0.60 0.5% 116.17
High 116.29 116.40 0.11 0.1% 116.40
Low 115.62 115.90 0.28 0.2% 115.21
Close 116.25 116.34 0.09 0.1% 116.34
Range 0.67 0.50 -0.17 -25.4% 1.19
ATR 0.67 0.66 -0.01 -1.8% 0.00
Volume 1,390 217 -1,173 -84.4% 4,320
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 117.71 117.53 116.62
R3 117.21 117.03 116.48
R2 116.71 116.71 116.43
R1 116.53 116.53 116.39 116.62
PP 116.21 116.21 116.21 116.26
S1 116.03 116.03 116.29 116.12
S2 115.71 115.71 116.25
S3 115.21 115.53 116.20
S4 114.71 115.03 116.07
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 119.55 119.14 116.99
R3 118.36 117.95 116.67
R2 117.17 117.17 116.56
R1 116.76 116.76 116.45 116.97
PP 115.98 115.98 115.98 116.09
S1 115.57 115.57 116.23 115.78
S2 114.79 114.79 116.12
S3 113.60 114.38 116.01
S4 112.41 113.19 115.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.40 115.21 1.19 1.0% 0.44 0.4% 95% True False 864
10 117.65 115.18 2.47 2.1% 0.72 0.6% 47% False False 534
20 117.65 114.18 3.47 3.0% 0.54 0.5% 62% False False 498
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.53
2.618 117.71
1.618 117.21
1.000 116.90
0.618 116.71
HIGH 116.40
0.618 116.21
0.500 116.15
0.382 116.09
LOW 115.90
0.618 115.59
1.000 115.40
1.618 115.09
2.618 114.59
4.250 113.78
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 116.28 116.16
PP 116.21 115.98
S1 116.15 115.81

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

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