Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 06-May-2008
Day Change Summary
Previous Current
05-May-2008 06-May-2008 Change Change % Previous Week
Open 113.55 113.66 0.11 0.1% 113.49
High 113.88 114.18 0.30 0.3% 114.32
Low 113.51 113.56 0.05 0.0% 113.28
Close 113.77 113.98 0.21 0.2% 113.42
Range 0.37 0.62 0.25 67.6% 1.04
ATR 0.65 0.65 0.00 -0.3% 0.00
Volume 342,986 902,123 559,137 163.0% 3,332,043
Daily Pivots for day following 06-May-2008
Classic Woodie Camarilla DeMark
R4 115.77 115.49 114.32
R3 115.15 114.87 114.15
R2 114.53 114.53 114.09
R1 114.25 114.25 114.04 114.39
PP 113.91 113.91 113.91 113.98
S1 113.63 113.63 113.92 113.77
S2 113.29 113.29 113.87
S3 112.67 113.01 113.81
S4 112.05 112.39 113.64
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 116.79 116.15 113.99
R3 115.75 115.11 113.71
R2 114.71 114.71 113.61
R1 114.07 114.07 113.52 113.87
PP 113.67 113.67 113.67 113.58
S1 113.03 113.03 113.32 112.83
S2 112.63 112.63 113.23
S3 111.59 111.99 113.13
S4 110.55 110.95 112.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.32 113.28 1.04 0.9% 0.61 0.5% 67% False False 785,956
10 114.46 113.10 1.36 1.2% 0.61 0.5% 65% False False 878,580
20 116.13 113.10 3.03 2.7% 0.63 0.6% 29% False False 941,123
40 118.48 113.10 5.38 4.7% 0.62 0.5% 16% False False 948,164
60 118.48 113.10 5.38 4.7% 0.63 0.6% 16% False False 716,375
80 118.48 113.10 5.38 4.7% 0.63 0.5% 16% False False 537,574
100 118.48 112.26 6.22 5.5% 0.60 0.5% 28% False False 430,108
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.82
2.618 115.80
1.618 115.18
1.000 114.80
0.618 114.56
HIGH 114.18
0.618 113.94
0.500 113.87
0.382 113.80
LOW 113.56
0.618 113.18
1.000 112.94
1.618 112.56
2.618 111.94
4.250 110.93
Fisher Pivots for day following 06-May-2008
Pivot 1 day 3 day
R1 113.94 113.92
PP 113.91 113.86
S1 113.87 113.80

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

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