Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 14-Feb-2008
Day Change Summary
Previous Current
13-Feb-2008 14-Feb-2008 Change Change % Previous Week
Open 116.44 115.75 -0.69 -0.6% 116.20
High 116.44 115.87 -0.57 -0.5% 117.02
Low 115.74 115.40 -0.34 -0.3% 115.75
Close 116.09 115.69 -0.40 -0.3% 116.77
Range 0.70 0.47 -0.23 -32.9% 1.27
ATR 0.71 0.71 0.00 -0.2% 0.00
Volume 3,077 1,429 -1,648 -53.6% 17,057
Daily Pivots for day following 14-Feb-2008
Classic Woodie Camarilla DeMark
R4 117.06 116.85 115.95
R3 116.59 116.38 115.82
R2 116.12 116.12 115.78
R1 115.91 115.91 115.73 115.78
PP 115.65 115.65 115.65 115.59
S1 115.44 115.44 115.65 115.31
S2 115.18 115.18 115.60
S3 114.71 114.97 115.56
S4 114.24 114.50 115.43
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
5 117.24 115.40 1.84 1.6% 0.80 0.7% 16% False True 2,299
10 117.24 115.40 1.84 1.6% 0.69 0.6% 16% False True 2,640
20 117.65 115.18 2.47 2.1% 0.70 0.6% 21% False False 1,578
40 117.65 112.26 5.39 4.7% 0.55 0.5% 64% False False 964
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.09
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 117.87
2.618 117.10
1.618 116.63
1.000 116.34
0.618 116.16
HIGH 115.87
0.618 115.69
0.500 115.64
0.382 115.58
LOW 115.40
0.618 115.11
1.000 114.93
1.618 114.64
2.618 114.17
4.250 113.40
Fisher Pivots for day following 14-Feb-2008
Pivot 1 day 3 day
R1 115.67 116.18
PP 115.65 116.01
S1 115.64 115.85

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

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