Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 11-Feb-2008
Day Change Summary
Previous Current
08-Feb-2008 11-Feb-2008 Change Change % Previous Week
Open 115.75 116.79 1.04 0.9% 116.20
High 117.02 117.24 0.22 0.2% 117.02
Low 115.75 116.63 0.88 0.8% 115.75
Close 116.77 116.99 0.22 0.2% 116.77
Range 1.27 0.61 -0.66 -52.0% 1.27
ATR 0.70 0.69 -0.01 -0.9% 0.00
Volume 2,367 286 -2,081 -87.9% 17,057
Daily Pivots for day following 11-Feb-2008
Classic Woodie Camarilla DeMark
R4 118.78 118.50 117.33
R3 118.17 117.89 117.16
R2 117.56 117.56 117.10
R1 117.28 117.28 117.05 117.42
PP 116.95 116.95 116.95 117.03
S1 116.67 116.67 116.93 116.81
S2 116.34 116.34 116.88
S3 115.73 116.06 116.82
S4 115.12 115.45 116.65
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
5 117.24 115.75 1.49 1.3% 0.82 0.7% 83% True False 2,802
10 117.24 115.21 2.03 1.7% 0.62 0.5% 88% True False 2,136
20 117.65 115.18 2.47 2.1% 0.66 0.6% 73% False False 1,278
40 117.65 112.26 5.39 4.6% 0.55 0.5% 88% False False 759
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 0.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119.83
2.618 118.84
1.618 118.23
1.000 117.85
0.618 117.62
HIGH 117.24
0.618 117.01
0.500 116.94
0.382 116.86
LOW 116.63
0.618 116.25
1.000 116.02
1.618 115.64
2.618 115.03
4.250 114.04
Fisher Pivots for day following 11-Feb-2008
Pivot 1 day 3 day
R1 116.97 116.83
PP 116.95 116.66
S1 116.94 116.50

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

View Archives - Comment on this page... - Back to Index of Symbols