Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 115.74 116.23 0.49 0.4% 115.41
High 115.74 116.33 0.59 0.5% 116.33
Low 115.74 116.23 0.49 0.4% 114.95
Close 115.74 116.62 0.88 0.8% 116.62
Range 0.00 0.10 0.10 1.38
ATR 0.35 0.36 0.02 5.0% 0.00
Volume 262 146 -116 -44.3% 850
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 116.69 116.76 116.68
R3 116.59 116.66 116.65
R2 116.49 116.49 116.64
R1 116.56 116.56 116.63 116.53
PP 116.39 116.39 116.39 116.38
S1 116.46 116.46 116.61 116.43
S2 116.29 116.29 116.60
S3 116.19 116.36 116.59
S4 116.09 116.26 116.57
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 120.11 119.74 117.38
R3 118.73 118.36 117.00
R2 117.35 117.35 116.87
R1 116.98 116.98 116.75 117.17
PP 115.97 115.97 115.97 116.06
S1 115.60 115.60 116.49 115.79
S2 114.59 114.59 116.37
S3 113.21 114.22 116.24
S4 111.83 112.84 115.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.33 114.95 1.38 1.2% 0.02 0.0% 121% True False 170
10 116.33 114.95 1.38 1.2% 0.02 0.0% 121% True False 284
20 117.36 114.95 2.41 2.1% 0.02 0.0% 69% False False 299
40 117.36 114.46 2.90 2.5% 0.01 0.0% 74% False False 389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 116.76
2.618 116.59
1.618 116.49
1.000 116.43
0.618 116.39
HIGH 116.33
0.618 116.29
0.500 116.28
0.382 116.27
LOW 116.23
0.618 116.17
1.000 116.13
1.618 116.07
2.618 115.97
4.250 115.81
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 116.51 116.29
PP 116.39 115.97
S1 116.28 115.64

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

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