Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 117.24 116.94 -0.30 -0.3% 115.24
High 117.24 117.40 0.16 0.1% 116.84
Low 116.73 116.79 0.06 0.1% 114.69
Close 116.80 117.26 0.46 0.4% 116.63
Range 0.51 0.61 0.10 19.6% 2.15
ATR 0.68 0.68 -0.01 -0.8% 0.00
Volume 1,460,383 1,470,086 9,703 0.7% 419,100
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 118.98 118.73 117.60
R3 118.37 118.12 117.43
R2 117.76 117.76 117.37
R1 117.51 117.51 117.32 117.64
PP 117.15 117.15 117.15 117.21
S1 116.90 116.90 117.20 117.03
S2 116.54 116.54 117.15
S3 115.93 116.29 117.09
S4 115.32 115.68 116.92
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
5 117.46 115.79 1.67 1.4% 0.67 0.6% 88% False False 951,893
10 117.46 114.69 2.77 2.4% 0.62 0.5% 93% False False 499,456
20 117.46 114.69 2.77 2.4% 0.65 0.6% 93% False False 252,797
40 117.65 114.51 3.14 2.7% 0.63 0.5% 88% False False 126,984
60 117.65 112.26 5.39 4.6% 0.58 0.5% 93% False False 84,737
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.99
2.618 119.00
1.618 118.39
1.000 118.01
0.618 117.78
HIGH 117.40
0.618 117.17
0.500 117.10
0.382 117.02
LOW 116.79
0.618 116.41
1.000 116.18
1.618 115.80
2.618 115.19
4.250 114.20
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 117.21 117.21
PP 117.15 117.15
S1 117.10 117.10

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

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