Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 115.62 115.71 0.09 0.1% 114.81
High 115.62 115.71 0.09 0.1% 115.10
Low 115.50 115.71 0.21 0.2% 114.46
Close 115.73 115.77 0.04 0.0% 114.85
Range 0.12 0.00 -0.12 -100.0% 0.64
ATR 0.29 0.27 -0.02 -6.7% 0.00
Volume 198 1 -197 -99.5% 1,584
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 115.73 115.75 115.77
R3 115.73 115.75 115.77
R2 115.73 115.73 115.77
R1 115.75 115.75 115.77 115.74
PP 115.73 115.73 115.73 115.73
S1 115.75 115.75 115.77 115.74
S2 115.73 115.73 115.77
S3 115.73 115.75 115.77
S4 115.73 115.75 115.77
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 116.72 116.43 115.20
R3 116.08 115.79 115.03
R2 115.44 115.44 114.97
R1 115.15 115.15 114.91 115.30
PP 114.80 114.80 114.80 114.88
S1 114.51 114.51 114.79 114.66
S2 114.16 114.16 114.73
S3 113.52 113.87 114.67
S4 112.88 113.23 114.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.71 114.85 0.86 0.7% 0.02 0.0% 107% True False 311
10 115.71 114.46 1.25 1.1% 0.01 0.0% 105% True False 322
Crabel Price Patterns
NR True
NR4 False
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.71
2.618 115.71
1.618 115.71
1.000 115.71
0.618 115.71
HIGH 115.71
0.618 115.71
0.500 115.71
0.382 115.71
LOW 115.71
0.618 115.71
1.000 115.71
1.618 115.71
2.618 115.71
4.250 115.71
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 115.75 115.71
PP 115.73 115.64
S1 115.71 115.58

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

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