Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 08-Feb-2008
Day Change Summary
Previous Current
07-Feb-2008 08-Feb-2008 Change Change % Previous Week
Open 116.62 115.75 -0.87 -0.7% 116.20
High 116.90 117.02 0.12 0.1% 117.02
Low 116.21 115.75 -0.46 -0.4% 115.75
Close 116.77 116.77 0.00 0.0% 116.77
Range 0.69 1.27 0.58 84.1% 1.27
ATR 0.65 0.70 0.04 6.8% 0.00
Volume 7,086 2,367 -4,719 -66.6% 17,057
Daily Pivots for day following 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 120.32 119.82 117.47
R3 119.05 118.55 117.12
R2 117.78 117.78 117.00
R1 117.28 117.28 116.89 117.53
PP 116.51 116.51 116.51 116.64
S1 116.01 116.01 116.65 116.26
S2 115.24 115.24 116.54
S3 113.97 114.74 116.42
S4 112.70 113.47 116.07
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 120.32 119.82 117.47
R3 119.05 118.55 117.12
R2 117.78 117.78 117.00
R1 117.28 117.28 116.89 117.53
PP 116.51 116.51 116.51 116.64
S1 116.01 116.01 116.65 116.26
S2 115.24 115.24 116.54
S3 113.97 114.74 116.42
S4 112.70 113.47 116.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.02 115.75 1.27 1.1% 0.73 0.6% 80% True True 3,411
10 117.02 115.21 1.81 1.6% 0.58 0.5% 86% True False 2,137
20 117.65 115.05 2.60 2.2% 0.64 0.6% 66% False False 1,265
40 117.65 112.26 5.39 4.6% 0.56 0.5% 84% False False 756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 122.42
2.618 120.34
1.618 119.07
1.000 118.29
0.618 117.80
HIGH 117.02
0.618 116.53
0.500 116.39
0.382 116.24
LOW 115.75
0.618 114.97
1.000 114.48
1.618 113.70
2.618 112.43
4.250 110.35
Fisher Pivots for day following 08-Feb-2008
Pivot 1 day 3 day
R1 116.64 116.64
PP 116.51 116.51
S1 116.39 116.39

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

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