Euro Bund Future June 2008

Trading Metrics calculated at close of trading on 06-Jun-2008

Day Change Summary
	Previous	Current
	05-Jun-2008	06-Jun-2008	Change	Change %	Previous Week
Open	112.05	111.23	-0.82	-0.7%	111.76
High	112.33	111.72	-0.61	-0.5%	112.67
Low	111.86	111.23	-0.63	-0.6%	111.23
Close	112.05	111.66	-0.39	-0.3%	111.66
Range	0.47	0.49	0.02	4.3%	1.44
ATR	0.73	0.74	0.01	0.9%	0.00
Volume	0	37,128	37,128		3,104,874

Daily Pivots for day following 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.01	112.82	111.93
R3	112.52	112.33	111.79
R2	112.03	112.03	111.75
R1	111.84	111.84	111.70	111.94
PP	111.54	111.54	111.54	111.58
S1	111.35	111.35	111.62	111.45
S2	111.05	111.05	111.57
S3	110.56	110.86	111.53
S4	110.07	110.37	111.39

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	116.17	115.36	112.45
R3	114.73	113.92	112.06
R2	113.29	113.29	111.92
R1	112.48	112.48	111.79	112.17
PP	111.85	111.85	111.85	111.70
S1	111.04	111.04	111.53	110.73
S2	110.41	110.41	111.40
S3	108.97	109.60	111.26
S4	107.53	108.16	110.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.67	111.23	1.44	1.3%	0.79	0.7%	30%	False	True	620,974
10	113.29	111.23	2.06	1.8%	0.68	0.6%	21%	False	True	797,343
20	115.29	111.23	4.06	3.6%	0.68	0.6%	11%	False	True	885,381
40	116.13	111.23	4.90	4.4%	0.66	0.6%	9%	False	True	918,870
60	118.48	111.23	7.25	6.5%	0.64	0.6%	6%	False	True	917,727
80	118.48	111.23	7.25	6.5%	0.64	0.6%	6%	False	True	782,920
100	118.48	111.23	7.25	6.5%	0.64	0.6%	6%	False	True	626,591
120	118.48	111.23	7.25	6.5%	0.61	0.5%	6%	False	True	522,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.80
2.618	113.00
1.618	112.51
1.000	112.21
0.618	112.02
HIGH	111.72
0.618	111.53
0.500	111.48
0.382	111.42
LOW	111.23
0.618	110.93
1.000	110.74
1.618	110.44
2.618	109.95
4.250	109.15

Fisher Pivots for day following 06-Jun-2008
Pivot	1 day	3 day
R1	111.60	111.95
PP	111.54	111.85
S1	111.48	111.76

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols