Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 19-Mar-2008
Day Change Summary
Previous Current
18-Mar-2008 19-Mar-2008 Change Change % Previous Week
Open 118.10 117.68 -0.42 -0.4% 117.69
High 118.13 117.80 -0.33 -0.3% 118.30
Low 117.56 117.56 0.00 0.0% 117.18
Close 117.70 117.73 0.03 0.0% 117.97
Range 0.57 0.24 -0.33 -57.9% 1.12
ATR 0.46 0.44 -0.02 -3.4% 0.00
Volume 158 114 -44 -27.8% 1,827
Daily Pivots for day following 19-Mar-2008
Classic Woodie Camarilla DeMark
R4 118.42 118.31 117.86
R3 118.18 118.07 117.80
R2 117.94 117.94 117.77
R1 117.83 117.83 117.75 117.89
PP 117.70 117.70 117.70 117.72
S1 117.59 117.59 117.71 117.65
S2 117.46 117.46 117.69
S3 117.22 117.35 117.66
S4 116.98 117.11 117.60
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
5 118.50 117.56 0.94 0.8% 0.32 0.3% 18% False True 216
10 118.50 117.00 1.50 1.3% 0.36 0.3% 49% False False 312
20 118.50 114.95 3.55 3.0% 0.19 0.2% 78% False False 225
40 118.50 114.95 3.55 3.0% 0.10 0.1% 78% False False 302
60 118.50 112.52 5.98 5.1% 0.07 0.1% 87% False False 328
Crabel Price Patterns
NR True
NR4 True
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 0.05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118.82
2.618 118.43
1.618 118.19
1.000 118.04
0.618 117.95
HIGH 117.80
0.618 117.71
0.500 117.68
0.382 117.65
LOW 117.56
0.618 117.41
1.000 117.32
1.618 117.17
2.618 116.93
4.250 116.54
Fisher Pivots for day following 19-Mar-2008
Pivot 1 day 3 day
R1 117.71 118.03
PP 117.70 117.93
S1 117.68 117.83

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

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