Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 116.73 116.44 -0.29 -0.2% 116.20
High 116.95 116.44 -0.51 -0.4% 117.02
Low 116.00 115.74 -0.26 -0.2% 115.75
Close 116.02 116.09 0.07 0.1% 116.77
Range 0.95 0.70 -0.25 -26.3% 1.27
ATR 0.71 0.71 0.00 -0.1% 0.00
Volume 4,340 3,077 -1,263 -29.1% 17,057
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 118.19 117.84 116.48
R3 117.49 117.14 116.28
R2 116.79 116.79 116.22
R1 116.44 116.44 116.15 116.27
PP 116.09 116.09 116.09 116.00
S1 115.74 115.74 116.03 115.57
S2 115.39 115.39 115.96
S3 114.69 115.04 115.90
S4 113.99 114.34 115.71
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
5 117.24 115.74 1.50 1.3% 0.84 0.7% 23% False True 3,431
10 117.24 115.62 1.62 1.4% 0.71 0.6% 29% False False 2,636
20 117.65 115.18 2.47 2.1% 0.71 0.6% 37% False False 1,598
40 117.65 112.26 5.39 4.6% 0.55 0.5% 71% False False 935
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.42
2.618 118.27
1.618 117.57
1.000 117.14
0.618 116.87
HIGH 116.44
0.618 116.17
0.500 116.09
0.382 116.01
LOW 115.74
0.618 115.31
1.000 115.04
1.618 114.61
2.618 113.91
4.250 112.77
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 116.09 116.49
PP 116.09 116.36
S1 116.09 116.22

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

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