Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 04-Feb-2008
Day Change Summary
Previous Current
01-Feb-2008 04-Feb-2008 Change Change % Previous Week
Open 116.30 116.20 -0.10 -0.1% 116.17
High 116.40 116.20 -0.20 -0.2% 116.40
Low 115.90 116.04 0.14 0.1% 115.21
Close 116.34 116.09 -0.25 -0.2% 116.34
Range 0.50 0.16 -0.34 -68.0% 1.19
ATR 0.66 0.63 -0.03 -3.9% 0.00
Volume 217 3,329 3,112 1,434.1% 4,320
Daily Pivots for day following 04-Feb-2008
Classic Woodie Camarilla DeMark
R4 116.59 116.50 116.18
R3 116.43 116.34 116.13
R2 116.27 116.27 116.12
R1 116.18 116.18 116.10 116.15
PP 116.11 116.11 116.11 116.09
S1 116.02 116.02 116.08 115.99
S2 115.95 115.95 116.06
S3 115.79 115.86 116.05
S4 115.63 115.70 116.00
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% 0.42 0.4% 74% False False 1,469
10 117.65 115.18 2.47 2.1% 0.70 0.6% 37% False False 865
20 117.65 114.18 3.47 3.0% 0.54 0.5% 55% False False 663
40 117.65 112.26 5.39 4.6% 0.51 0.4% 71% False False 432
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 0.17
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 116.88
2.618 116.62
1.618 116.46
1.000 116.36
0.618 116.30
HIGH 116.20
0.618 116.14
0.500 116.12
0.382 116.10
LOW 116.04
0.618 115.94
1.000 115.88
1.618 115.78
2.618 115.62
4.250 115.36
Fisher Pivots for day following 04-Feb-2008
Pivot 1 day 3 day
R1 116.12 116.06
PP 116.11 116.04
S1 116.10 116.01

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

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