Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
23-May-2008 27-May-2008 Change Change % Previous Week
Open 112.66 112.68 0.02 0.0% 113.50
High 113.29 113.01 -0.28 -0.2% 113.78
Low 112.53 112.53 0.00 0.0% 112.53
Close 113.06 112.70 -0.36 -0.3% 113.06
Range 0.76 0.48 -0.28 -36.8% 1.25
ATR 0.69 0.68 -0.01 -1.6% 0.00
Volume 873,133 787,038 -86,095 -9.9% 4,247,983
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 114.19 113.92 112.96
R3 113.71 113.44 112.83
R2 113.23 113.23 112.79
R1 112.96 112.96 112.74 113.10
PP 112.75 112.75 112.75 112.81
S1 112.48 112.48 112.66 112.62
S2 112.27 112.27 112.61
S3 111.79 112.00 112.57
S4 111.31 111.52 112.44
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 116.87 116.22 113.75
R3 115.62 114.97 113.40
R2 114.37 114.37 113.29
R1 113.72 113.72 113.17 113.42
PP 113.12 113.12 113.12 112.98
S1 112.47 112.47 112.95 112.17
S2 111.87 111.87 112.83
S3 110.62 111.22 112.72
S4 109.37 109.97 112.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.71 112.53 1.18 1.0% 0.60 0.5% 14% False True 873,777
10 115.21 112.53 2.68 2.4% 0.69 0.6% 6% False True 967,961
20 115.29 112.53 2.76 2.4% 0.64 0.6% 6% False True 895,881
40 116.13 112.53 3.60 3.2% 0.63 0.6% 5% False True 945,253
60 118.48 112.53 5.95 5.3% 0.64 0.6% 3% False True 935,184
80 118.48 112.53 5.95 5.3% 0.64 0.6% 3% False True 704,241
100 118.48 112.53 5.95 5.3% 0.62 0.5% 3% False True 563,489
Crabel Price Patterns
NR True
NR4 True
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 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.05
2.618 114.27
1.618 113.79
1.000 113.49
0.618 113.31
HIGH 113.01
0.618 112.83
0.500 112.77
0.382 112.71
LOW 112.53
0.618 112.23
1.000 112.05
1.618 111.75
2.618 111.27
4.250 110.49
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 112.77 112.91
PP 112.75 112.84
S1 112.72 112.77

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

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