Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 12-May-2008
Day Change Summary
Previous Current
09-May-2008 12-May-2008 Change Change % Previous Week
Open 114.69 115.09 0.40 0.3% 113.55
High 115.29 115.20 -0.09 -0.1% 115.29
Low 114.51 114.78 0.27 0.2% 113.45
Close 115.14 115.02 -0.12 -0.1% 115.14
Range 0.78 0.42 -0.36 -46.2% 1.84
ATR 0.68 0.66 -0.02 -2.7% 0.00
Volume 1,126,956 587,797 -539,159 -47.8% 4,318,171
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 116.26 116.06 115.25
R3 115.84 115.64 115.14
R2 115.42 115.42 115.10
R1 115.22 115.22 115.06 115.11
PP 115.00 115.00 115.00 114.95
S1 114.80 114.80 114.98 114.69
S2 114.58 114.58 114.94
S3 114.16 114.38 114.90
S4 113.74 113.96 114.79
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% 0.63 0.6% 85% False False 912,596
10 115.29 113.28 2.01 1.7% 0.60 0.5% 87% False False 823,801
20 116.13 113.10 3.03 2.6% 0.62 0.5% 63% False False 942,580
40 118.48 113.10 5.38 4.7% 0.61 0.5% 36% False False 905,590
60 118.48 113.10 5.38 4.7% 0.62 0.5% 36% False False 777,221
80 118.48 113.10 5.38 4.7% 0.64 0.6% 36% False False 583,316
100 118.48 112.26 6.22 5.4% 0.59 0.5% 44% False False 466,707
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.99
2.618 116.30
1.618 115.88
1.000 115.62
0.618 115.46
HIGH 115.20
0.618 115.04
0.500 114.99
0.382 114.94
LOW 114.78
0.618 114.52
1.000 114.36
1.618 114.10
2.618 113.68
4.250 113.00
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 115.01 114.86
PP 115.00 114.70
S1 114.99 114.54

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

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