Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 18-Mar-2008
Day Change Summary
Previous Current
17-Mar-2008 18-Mar-2008 Change Change % Previous Week
Open 118.29 118.10 -0.19 -0.2% 117.69
High 118.50 118.13 -0.37 -0.3% 118.30
Low 118.24 117.56 -0.68 -0.6% 117.18
Close 118.32 117.70 -0.62 -0.5% 117.97
Range 0.26 0.57 0.31 119.2% 1.12
ATR 0.43 0.46 0.02 5.4% 0.00
Volume 220 158 -62 -28.2% 1,827
Daily Pivots for day following 18-Mar-2008
Classic Woodie Camarilla DeMark
R4 119.51 119.17 118.01
R3 118.94 118.60 117.86
R2 118.37 118.37 117.80
R1 118.03 118.03 117.75 117.92
PP 117.80 117.80 117.80 117.74
S1 117.46 117.46 117.65 117.35
S2 117.23 117.23 117.60
S3 116.66 116.89 117.54
S4 116.09 116.32 117.39
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 121.18 120.69 118.59
R3 120.06 119.57 118.28
R2 118.94 118.94 118.18
R1 118.45 118.45 118.07 118.70
PP 117.82 117.82 117.82 117.94
S1 117.33 117.33 117.87 117.58
S2 116.70 116.70 117.76
S3 115.58 116.21 117.66
S4 114.46 115.09 117.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.50 117.18 1.32 1.1% 0.39 0.3% 39% False False 213
10 118.50 117.00 1.50 1.3% 0.34 0.3% 47% False False 301
20 118.50 114.95 3.55 3.0% 0.18 0.2% 77% False False 252
40 118.50 114.95 3.55 3.0% 0.10 0.1% 77% False False 308
60 118.50 112.52 5.98 5.1% 0.07 0.1% 87% False False 328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.04
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120.55
2.618 119.62
1.618 119.05
1.000 118.70
0.618 118.48
HIGH 118.13
0.618 117.91
0.500 117.85
0.382 117.78
LOW 117.56
0.618 117.21
1.000 116.99
1.618 116.64
2.618 116.07
4.250 115.14
Fisher Pivots for day following 18-Mar-2008
Pivot 1 day 3 day
R1 117.85 118.03
PP 117.80 117.92
S1 117.75 117.81

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

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