Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 09-May-2008
Day Change Summary
Previous Current
08-May-2008 09-May-2008 Change Change % Previous Week
Open 113.88 114.69 0.81 0.7% 113.55
High 114.73 115.29 0.56 0.5% 115.29
Low 113.78 114.51 0.73 0.6% 113.45
Close 114.53 115.14 0.61 0.5% 115.14
Range 0.95 0.78 -0.17 -17.9% 1.84
ATR 0.67 0.68 0.01 1.1% 0.00
Volume 1,148,220 1,126,956 -21,264 -1.9% 4,318,171
Daily Pivots for day following 09-May-2008
Classic Woodie Camarilla DeMark
R4 117.32 117.01 115.57
R3 116.54 116.23 115.35
R2 115.76 115.76 115.28
R1 115.45 115.45 115.21 115.61
PP 114.98 114.98 114.98 115.06
S1 114.67 114.67 115.07 114.83
S2 114.20 114.20 115.00
S3 113.42 113.89 114.93
S4 112.64 113.11 114.71
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 120.15 119.48 116.15
R3 118.31 117.64 115.65
R2 116.47 116.47 115.48
R1 115.80 115.80 115.31 116.14
PP 114.63 114.63 114.63 114.79
S1 113.96 113.96 114.97 114.30
S2 112.79 112.79 114.80
S3 110.95 112.12 114.63
S4 109.11 110.28 114.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.29 113.45 1.84 1.6% 0.62 0.5% 92% True False 863,634
10 115.29 113.10 2.19 1.9% 0.63 0.5% 93% True False 849,118
20 116.13 113.10 3.03 2.6% 0.65 0.6% 67% False False 961,607
40 118.48 113.10 5.38 4.7% 0.62 0.5% 38% False False 924,158
60 118.48 113.10 5.38 4.7% 0.62 0.5% 38% False False 767,476
80 118.48 113.10 5.38 4.7% 0.64 0.6% 38% False False 575,970
100 118.48 112.26 6.22 5.4% 0.60 0.5% 46% False False 460,832
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 118.61
2.618 117.33
1.618 116.55
1.000 116.07
0.618 115.77
HIGH 115.29
0.618 114.99
0.500 114.90
0.382 114.81
LOW 114.51
0.618 114.03
1.000 113.73
1.618 113.25
2.618 112.47
4.250 111.20
Fisher Pivots for day following 09-May-2008
Pivot 1 day 3 day
R1 115.06 114.88
PP 114.98 114.63
S1 114.90 114.37

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

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