Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
18-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 115.85 115.86 0.01 0.0% 117.20
High 115.85 115.86 0.01 0.0% 117.20
Low 115.85 115.77 -0.08 -0.1% 116.07
Close 115.85 116.12 0.27 0.2% 116.39
Range 0.00 0.09 0.09 1.13
ATR 0.37 0.35 -0.02 -5.4% 0.00
Volume 400 653 253 63.3% 1,765
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 116.19 116.24 116.17
R3 116.10 116.15 116.14
R2 116.01 116.01 116.14
R1 116.06 116.06 116.13 116.04
PP 115.92 115.92 115.92 115.90
S1 115.97 115.97 116.11 115.95
S2 115.83 115.83 116.10
S3 115.74 115.88 116.10
S4 115.65 115.79 116.07
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 119.94 119.30 117.01
R3 118.81 118.17 116.70
R2 117.68 117.68 116.60
R1 117.04 117.04 116.49 116.80
PP 116.55 116.55 116.55 116.43
S1 115.91 115.91 116.29 115.67
S2 115.42 115.42 116.18
S3 114.29 114.78 116.08
S4 113.16 113.65 115.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.39 115.77 0.62 0.5% 0.02 0.0% 56% False True 561
10 117.23 115.77 1.46 1.3% 0.02 0.0% 24% False True 415
20 117.36 115.58 1.78 1.5% 0.02 0.0% 30% False False 364
40 117.36 112.52 4.84 4.2% 0.01 0.0% 74% False False 366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116.24
2.618 116.10
1.618 116.01
1.000 115.95
0.618 115.92
HIGH 115.86
0.618 115.83
0.500 115.82
0.382 115.80
LOW 115.77
0.618 115.71
1.000 115.68
1.618 115.62
2.618 115.53
4.250 115.39
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 116.02 116.11
PP 115.92 116.09
S1 115.82 116.08

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

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