Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 112.15 111.78 -0.37 -0.3% 112.68
High 112.24 112.15 -0.09 -0.1% 113.01
Low 111.49 111.68 0.19 0.2% 111.49
Close 111.59 111.92 0.33 0.3% 111.92
Range 0.75 0.47 -0.28 -37.3% 1.52
ATR 0.68 0.67 -0.01 -1.2% 0.00
Volume 1,256,187 1,006,434 -249,753 -19.9% 3,995,430
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 113.33 113.09 112.18
R3 112.86 112.62 112.05
R2 112.39 112.39 112.01
R1 112.15 112.15 111.96 112.27
PP 111.92 111.92 111.92 111.98
S1 111.68 111.68 111.88 111.80
S2 111.45 111.45 111.83
S3 110.98 111.21 111.79
S4 110.51 110.74 111.66
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 116.70 115.83 112.76
R3 115.18 114.31 112.34
R2 113.66 113.66 112.20
R1 112.79 112.79 112.06 112.47
PP 112.14 112.14 112.14 111.98
S1 111.27 111.27 111.78 110.95
S2 110.62 110.62 111.64
S3 109.10 109.75 111.50
S4 107.58 108.23 111.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.29 111.49 1.80 1.6% 0.58 0.5% 24% False False 973,712
10 113.78 111.49 2.29 2.0% 0.59 0.5% 19% False False 912,059
20 115.29 111.49 3.80 3.4% 0.66 0.6% 11% False False 936,294
40 116.13 111.49 4.64 4.1% 0.63 0.6% 9% False False 946,530
60 118.48 111.49 6.99 6.2% 0.63 0.6% 6% False False 973,224
80 118.48 111.49 6.99 6.2% 0.64 0.6% 6% False False 744,284
100 118.48 111.49 6.99 6.2% 0.62 0.6% 6% False False 595,560
120 118.48 111.49 6.99 6.2% 0.60 0.5% 6% False False 496,333
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.15
2.618 113.38
1.618 112.91
1.000 112.62
0.618 112.44
HIGH 112.15
0.618 111.97
0.500 111.92
0.382 111.86
LOW 111.68
0.618 111.39
1.000 111.21
1.618 110.92
2.618 110.45
4.250 109.68
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 111.92 112.08
PP 111.92 112.02
S1 111.92 111.97

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

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