Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 112.68 112.63 -0.05 0.0% 113.50
High 113.01 112.66 -0.35 -0.3% 113.78
Low 112.53 112.22 -0.31 -0.3% 112.53
Close 112.70 112.33 -0.37 -0.3% 113.06
Range 0.48 0.44 -0.04 -8.3% 1.25
ATR 0.68 0.66 -0.01 -2.1% 0.00
Volume 787,038 945,771 158,733 20.2% 4,247,983
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 113.72 113.47 112.57
R3 113.28 113.03 112.45
R2 112.84 112.84 112.41
R1 112.59 112.59 112.37 112.50
PP 112.40 112.40 112.40 112.36
S1 112.15 112.15 112.29 112.06
S2 111.96 111.96 112.25
S3 111.52 111.71 112.21
S4 111.08 111.27 112.09
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
5 113.71 112.22 1.49 1.3% 0.60 0.5% 7% False True 910,911
10 114.18 112.22 1.96 1.7% 0.62 0.6% 6% False True 931,770
20 115.29 112.22 3.07 2.7% 0.65 0.6% 4% False True 910,801
40 116.13 112.22 3.91 3.5% 0.63 0.6% 3% False True 945,504
60 118.48 112.22 6.26 5.6% 0.64 0.6% 2% False True 949,538
80 118.48 112.22 6.26 5.6% 0.63 0.6% 2% False True 716,046
100 118.48 112.22 6.26 5.6% 0.62 0.5% 2% False True 572,935
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114.53
2.618 113.81
1.618 113.37
1.000 113.10
0.618 112.93
HIGH 112.66
0.618 112.49
0.500 112.44
0.382 112.39
LOW 112.22
0.618 111.95
1.000 111.78
1.618 111.51
2.618 111.07
4.250 110.35
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 112.44 112.76
PP 112.40 112.61
S1 112.37 112.47

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

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