Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 03-Jun-2008
Day Change Summary
Previous Current
02-Jun-2008 03-Jun-2008 Change Change % Previous Week
Open 111.76 112.45 0.69 0.6% 112.68
High 112.48 112.67 0.19 0.2% 113.01
Low 111.71 111.57 -0.14 -0.1% 111.49
Close 112.33 111.61 -0.72 -0.6% 111.92
Range 0.77 1.10 0.33 42.9% 1.52
ATR 0.67 0.71 0.03 4.5% 0.00
Volume 1,118,814 1,948,932 830,118 74.2% 3,995,430
Daily Pivots for day following 03-Jun-2008
Classic Woodie Camarilla DeMark
R4 115.25 114.53 112.22
R3 114.15 113.43 111.91
R2 113.05 113.05 111.81
R1 112.33 112.33 111.71 112.14
PP 111.95 111.95 111.95 111.86
S1 111.23 111.23 111.51 111.04
S2 110.85 110.85 111.41
S3 109.75 110.13 111.31
S4 108.65 109.03 111.01
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
5 112.67 111.49 1.18 1.1% 0.71 0.6% 10% True False 1,255,227
10 113.71 111.49 2.22 2.0% 0.65 0.6% 5% False False 1,064,502
20 115.29 111.49 3.80 3.4% 0.68 0.6% 3% False False 1,025,936
40 116.13 111.49 4.64 4.2% 0.65 0.6% 3% False False 977,947
60 118.48 111.49 6.99 6.3% 0.64 0.6% 2% False False 983,554
80 118.48 111.49 6.99 6.3% 0.65 0.6% 2% False False 782,577
100 118.48 111.49 6.99 6.3% 0.63 0.6% 2% False False 626,226
120 118.48 111.49 6.99 6.3% 0.61 0.5% 2% False False 521,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 117.35
2.618 115.55
1.618 114.45
1.000 113.77
0.618 113.35
HIGH 112.67
0.618 112.25
0.500 112.12
0.382 111.99
LOW 111.57
0.618 110.89
1.000 110.47
1.618 109.79
2.618 108.69
4.250 106.90
Fisher Pivots for day following 03-Jun-2008
Pivot 1 day 3 day
R1 112.12 112.12
PP 111.95 111.95
S1 111.78 111.78

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

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