Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 14-Apr-2008
Day Change Summary
Previous Current
11-Apr-2008 14-Apr-2008 Change Change % Previous Week
Open 115.14 115.96 0.82 0.7% 115.28
High 116.04 116.13 0.09 0.1% 116.04
Low 115.08 115.74 0.66 0.6% 114.67
Close 115.87 115.97 0.10 0.1% 115.87
Range 0.96 0.39 -0.57 -59.4% 1.37
ATR 0.68 0.66 -0.02 -3.0% 0.00
Volume 968,348 923,451 -44,897 -4.6% 4,310,541
Daily Pivots for day following 14-Apr-2008
Classic Woodie Camarilla DeMark
R4 117.12 116.93 116.18
R3 116.73 116.54 116.08
R2 116.34 116.34 116.04
R1 116.15 116.15 116.01 116.25
PP 115.95 115.95 115.95 115.99
S1 115.76 115.76 115.93 115.86
S2 115.56 115.56 115.90
S3 115.17 115.37 115.86
S4 114.78 114.98 115.76
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 119.64 119.12 116.62
R3 118.27 117.75 116.25
R2 116.90 116.90 116.12
R1 116.38 116.38 116.00 116.64
PP 115.53 115.53 115.53 115.66
S1 115.01 115.01 115.74 115.27
S2 114.16 114.16 115.62
S3 112.79 113.64 115.49
S4 111.42 112.27 115.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.13 114.67 1.46 1.3% 0.61 0.5% 89% True False 911,036
10 116.13 114.67 1.46 1.3% 0.59 0.5% 89% True False 926,664
20 118.48 114.67 3.81 3.3% 0.58 0.5% 34% False False 850,993
40 118.48 114.67 3.81 3.3% 0.61 0.5% 34% False False 717,593
60 118.48 114.67 3.81 3.3% 0.64 0.6% 34% False False 478,921
80 118.48 112.26 6.22 5.4% 0.58 0.5% 60% False False 359,279
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.14
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 117.79
2.618 117.15
1.618 116.76
1.000 116.52
0.618 116.37
HIGH 116.13
0.618 115.98
0.500 115.94
0.382 115.89
LOW 115.74
0.618 115.50
1.000 115.35
1.618 115.11
2.618 114.72
4.250 114.08
Fisher Pivots for day following 14-Apr-2008
Pivot 1 day 3 day
R1 115.96 115.85
PP 115.95 115.73
S1 115.94 115.61

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

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