Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 115.22 115.23 0.01 0.0% 117.01
High 115.51 115.47 -0.04 0.0% 117.02
Low 115.04 115.09 0.05 0.0% 115.58
Close 115.18 115.29 0.11 0.1% 115.77
Range 0.47 0.38 -0.09 -19.1% 1.44
ATR 0.68 0.66 -0.02 -3.2% 0.00
Volume 1,074,602 910,247 -164,355 -15.3% 3,376,393
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 116.42 116.24 115.50
R3 116.04 115.86 115.39
R2 115.66 115.66 115.36
R1 115.48 115.48 115.32 115.57
PP 115.28 115.28 115.28 115.33
S1 115.10 115.10 115.26 115.19
S2 114.90 114.90 115.22
S3 114.52 114.72 115.19
S4 114.14 114.34 115.08
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 120.44 119.55 116.56
R3 119.00 118.11 116.17
R2 117.56 117.56 116.03
R1 116.67 116.67 115.90 116.40
PP 116.12 116.12 116.12 115.99
S1 115.23 115.23 115.64 114.96
S2 114.68 114.68 115.51
S3 113.24 113.79 115.37
S4 111.80 112.35 114.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.12 115.04 1.08 0.9% 0.53 0.5% 23% False False 813,512
10 118.06 115.04 3.02 2.6% 0.60 0.5% 8% False False 963,200
20 118.48 115.04 3.44 3.0% 0.62 0.5% 7% False False 1,022,747
40 118.48 114.69 3.79 3.3% 0.64 0.6% 16% False False 564,738
60 118.48 114.51 3.97 3.4% 0.62 0.5% 20% False False 376,750
80 118.48 112.26 6.22 5.4% 0.59 0.5% 49% False False 282,613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 117.09
2.618 116.46
1.618 116.08
1.000 115.85
0.618 115.70
HIGH 115.47
0.618 115.32
0.500 115.28
0.382 115.24
LOW 115.09
0.618 114.86
1.000 114.71
1.618 114.48
2.618 114.10
4.250 113.48
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 115.29 115.54
PP 115.28 115.45
S1 115.28 115.37

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

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