Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 05-Mar-2008
Day Change Summary
Previous Current
04-Mar-2008 05-Mar-2008 Change Change % Previous Week
Open 116.89 117.24 0.35 0.3% 115.24
High 117.46 117.24 -0.22 -0.2% 116.84
Low 116.76 116.73 -0.03 0.0% 114.69
Close 117.32 116.80 -0.52 -0.4% 116.63
Range 0.70 0.51 -0.19 -27.1% 2.15
ATR 0.69 0.68 -0.01 -1.0% 0.00
Volume 987,533 1,460,383 472,850 47.9% 419,100
Daily Pivots for day following 05-Mar-2008
Classic Woodie Camarilla DeMark
R4 118.45 118.14 117.08
R3 117.94 117.63 116.94
R2 117.43 117.43 116.89
R1 117.12 117.12 116.85 117.02
PP 116.92 116.92 116.92 116.88
S1 116.61 116.61 116.75 116.51
S2 116.41 116.41 116.71
S3 115.90 116.10 116.66
S4 115.39 115.59 116.52
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 122.50 121.72 117.81
R3 120.35 119.57 117.22
R2 118.20 118.20 117.02
R1 117.42 117.42 116.83 117.81
PP 116.05 116.05 116.05 116.25
S1 115.27 115.27 116.43 115.66
S2 113.90 113.90 116.24
S3 111.75 113.12 116.04
S4 109.60 110.97 115.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.46 114.91 2.55 2.2% 0.72 0.6% 74% False False 674,787
10 117.46 114.69 2.77 2.4% 0.63 0.5% 76% False False 354,141
20 117.46 114.69 2.77 2.4% 0.66 0.6% 76% False False 179,647
40 117.65 114.51 3.14 2.7% 0.61 0.5% 73% False False 90,233
60 117.65 112.26 5.39 4.6% 0.58 0.5% 84% False False 60,236
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.41
2.618 118.58
1.618 118.07
1.000 117.75
0.618 117.56
HIGH 117.24
0.618 117.05
0.500 116.99
0.382 116.92
LOW 116.73
0.618 116.41
1.000 116.22
1.618 115.90
2.618 115.39
4.250 114.56
Fisher Pivots for day following 05-Mar-2008
Pivot 1 day 3 day
R1 116.99 117.04
PP 116.92 116.96
S1 116.86 116.88

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

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