Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 116.00 116.84 0.84 0.7% 115.14
High 116.00 116.84 0.84 0.7% 115.90
Low 116.00 116.84 0.84 0.7% 115.14
Close 115.84 116.84 1.00 0.9% 115.90
Range
ATR 0.29 0.34 0.05 17.1% 0.00
Volume 311 356 45 14.5% 1,537
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 116.84 116.84 116.84
R3 116.84 116.84 116.84
R2 116.84 116.84 116.84
R1 116.84 116.84 116.84 116.84
PP 116.84 116.84 116.84 116.84
S1 116.84 116.84 116.84 116.84
S2 116.84 116.84 116.84
S3 116.84 116.84 116.84
S4 116.84 116.84 116.84
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 117.93 117.67 116.32
R3 117.17 116.91 116.11
R2 116.41 116.41 116.04
R1 116.15 116.15 115.97 116.28
PP 115.65 115.65 115.65 115.71
S1 115.39 115.39 115.83 115.52
S2 114.89 114.89 115.76
S3 114.13 114.63 115.69
S4 113.37 113.87 115.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.84 115.71 1.13 1.0% 0.00 0.0% 100% True False 747
10 116.84 114.85 1.99 1.7% 0.01 0.0% 100% True False 554
20 116.84 112.52 4.32 3.7% 0.01 0.0% 100% True False 380
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 116.84
2.618 116.84
1.618 116.84
1.000 116.84
0.618 116.84
HIGH 116.84
0.618 116.84
0.500 116.84
0.382 116.84
LOW 116.84
0.618 116.84
1.000 116.84
1.618 116.84
2.618 116.84
4.250 116.84
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 116.84 116.70
PP 116.84 116.56
S1 116.84 116.42

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

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