Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 117.59 117.86 0.27 0.2% 117.67
High 118.06 117.90 -0.16 -0.1% 118.23
Low 117.26 117.35 0.09 0.1% 117.09
Close 117.56 117.55 -0.01 0.0% 117.71
Range 0.80 0.55 -0.25 -31.3% 1.14
ATR 0.71 0.70 -0.01 -1.6% 0.00
Volume 1,373,395 814,652 -558,743 -40.7% 5,120,163
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 119.25 118.95 117.85
R3 118.70 118.40 117.70
R2 118.15 118.15 117.65
R1 117.85 117.85 117.60 117.73
PP 117.60 117.60 117.60 117.54
S1 117.30 117.30 117.50 117.18
S2 117.05 117.05 117.45
S3 116.50 116.75 117.40
S4 115.95 116.20 117.25
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 121.10 120.54 118.34
R3 119.96 119.40 118.02
R2 118.82 118.82 117.92
R1 118.26 118.26 117.81 118.54
PP 117.68 117.68 117.68 117.82
S1 117.12 117.12 117.61 117.40
S2 116.54 116.54 117.50
S3 115.40 115.98 117.40
S4 114.26 114.84 117.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.48 117.26 1.22 1.0% 0.59 0.5% 24% False False 688,222
10 118.48 117.04 1.44 1.2% 0.67 0.6% 35% False False 1,008,053
20 118.48 114.69 3.79 3.2% 0.64 0.5% 75% False False 753,754
40 118.48 114.69 3.79 3.2% 0.63 0.5% 75% False False 378,892
60 118.48 112.26 6.22 5.3% 0.60 0.5% 85% False False 252,718
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.24
2.618 119.34
1.618 118.79
1.000 118.45
0.618 118.24
HIGH 117.90
0.618 117.69
0.500 117.63
0.382 117.56
LOW 117.35
0.618 117.01
1.000 116.80
1.618 116.46
2.618 115.91
4.250 115.01
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 117.63 117.87
PP 117.60 117.76
S1 117.58 117.66

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

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