Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 24-Apr-2008
Day Change Summary
Previous Current
23-Apr-2008 24-Apr-2008 Change Change % Previous Week
Open 113.96 113.84 -0.12 -0.1% 115.96
High 114.09 114.46 0.37 0.3% 116.13
Low 113.80 113.48 -0.32 -0.3% 113.63
Close 113.90 113.55 -0.35 -0.3% 113.93
Range 0.29 0.98 0.69 237.9% 2.50
ATR 0.64 0.67 0.02 3.7% 0.00
Volume 954,447 1,269,878 315,431 33.0% 5,535,162
Daily Pivots for day following 24-Apr-2008
Classic Woodie Camarilla DeMark
R4 116.77 116.14 114.09
R3 115.79 115.16 113.82
R2 114.81 114.81 113.73
R1 114.18 114.18 113.64 114.01
PP 113.83 113.83 113.83 113.74
S1 113.20 113.20 113.46 113.03
S2 112.85 112.85 113.37
S3 111.87 112.22 113.28
S4 110.89 111.24 113.01
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 122.06 120.50 115.31
R3 119.56 118.00 114.62
R2 117.06 117.06 114.39
R1 115.50 115.50 114.16 115.03
PP 114.56 114.56 114.56 114.33
S1 113.00 113.00 113.70 112.53
S2 112.06 112.06 113.47
S3 109.56 110.50 113.24
S4 107.06 108.00 112.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.50 113.48 1.02 0.9% 0.64 0.6% 7% False True 1,069,666
10 116.13 113.48 2.65 2.3% 0.67 0.6% 3% False True 1,074,096
20 116.13 113.48 2.65 2.3% 0.61 0.5% 3% False True 952,576
40 118.48 113.48 5.00 4.4% 0.64 0.6% 1% False True 935,395
60 118.48 113.48 5.00 4.4% 0.63 0.6% 1% False True 626,349
80 118.48 112.51 5.97 5.3% 0.62 0.5% 17% False False 469,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 118.63
2.618 117.03
1.618 116.05
1.000 115.44
0.618 115.07
HIGH 114.46
0.618 114.09
0.500 113.97
0.382 113.85
LOW 113.48
0.618 112.87
1.000 112.50
1.618 111.89
2.618 110.91
4.250 109.32
Fisher Pivots for day following 24-Apr-2008
Pivot 1 day 3 day
R1 113.97 113.97
PP 113.83 113.83
S1 113.69 113.69

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

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