Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 26-Feb-2008
Day Change Summary
Previous Current
25-Feb-2008 26-Feb-2008 Change Change % Previous Week
Open 115.24 115.23 -0.01 0.0% 115.83
High 115.53 115.32 -0.21 -0.2% 115.92
Low 115.14 114.74 -0.40 -0.3% 114.92
Close 115.20 114.98 -0.22 -0.2% 115.63
Range 0.39 0.58 0.19 48.7% 1.00
ATR 0.65 0.65 -0.01 -0.8% 0.00
Volume 26,483 47,218 20,735 78.3% 56,292
Daily Pivots for day following 26-Feb-2008
Classic Woodie Camarilla DeMark
R4 116.75 116.45 115.30
R3 116.17 115.87 115.14
R2 115.59 115.59 115.09
R1 115.29 115.29 115.03 115.15
PP 115.01 115.01 115.01 114.95
S1 114.71 114.71 114.93 114.57
S2 114.43 114.43 114.87
S3 113.85 114.13 114.82
S4 113.27 113.55 114.66
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 118.49 118.06 116.18
R3 117.49 117.06 115.91
R2 116.49 116.49 115.81
R1 116.06 116.06 115.72 115.78
PP 115.49 115.49 115.49 115.35
S1 115.06 115.06 115.54 114.78
S2 114.49 114.49 115.45
S3 113.49 114.06 115.36
S4 112.49 113.06 115.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.80 114.74 1.06 0.9% 0.50 0.4% 23% False True 23,088
10 116.44 114.74 1.70 1.5% 0.54 0.5% 14% False True 14,159
20 117.24 114.74 2.50 2.2% 0.61 0.5% 10% False True 8,257
40 117.65 112.51 5.14 4.5% 0.60 0.5% 48% False False 4,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117.79
2.618 116.84
1.618 116.26
1.000 115.90
0.618 115.68
HIGH 115.32
0.618 115.10
0.500 115.03
0.382 114.96
LOW 114.74
0.618 114.38
1.000 114.16
1.618 113.80
2.618 113.22
4.250 112.28
Fisher Pivots for day following 26-Feb-2008
Pivot 1 day 3 day
R1 115.03 115.27
PP 115.01 115.17
S1 115.00 115.08

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

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