Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 25-Mar-2008
Day Change Summary
Previous Current
20-Mar-2008 25-Mar-2008 Change Change % Previous Week
Open 117.68 117.25 -0.43 -0.4% 118.29
High 117.68 117.25 -0.43 -0.4% 118.50
Low 117.68 116.38 -1.30 -1.1% 117.56
Close 117.68 116.47 -1.21 -1.0% 117.68
Range 0.00 0.87 0.87 0.94
ATR 0.41 0.48 0.06 15.4% 0.00
Volume 114 67 -47 -41.2% 606
Daily Pivots for day following 25-Mar-2008
Classic Woodie Camarilla DeMark
R4 119.31 118.76 116.95
R3 118.44 117.89 116.71
R2 117.57 117.57 116.63
R1 117.02 117.02 116.55 116.86
PP 116.70 116.70 116.70 116.62
S1 116.15 116.15 116.39 115.99
S2 115.83 115.83 116.31
S3 114.96 115.28 116.23
S4 114.09 114.41 115.99
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 120.73 120.15 118.20
R3 119.79 119.21 117.94
R2 118.85 118.85 117.85
R1 118.27 118.27 117.77 118.09
PP 117.91 117.91 117.91 117.83
S1 117.33 117.33 117.59 117.15
S2 116.97 116.97 117.51
S3 116.03 116.39 117.42
S4 115.09 115.45 117.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.50 116.38 2.12 1.8% 0.39 0.3% 4% False True 134
10 118.50 116.38 2.12 1.8% 0.38 0.3% 4% False True 250
20 118.50 114.95 3.55 3.0% 0.24 0.2% 43% False False 220
40 118.50 114.95 3.55 3.0% 0.13 0.1% 43% False False 296
60 118.50 112.52 5.98 5.1% 0.09 0.1% 66% False False 327
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 0.03
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 120.95
2.618 119.53
1.618 118.66
1.000 118.12
0.618 117.79
HIGH 117.25
0.618 116.92
0.500 116.82
0.382 116.71
LOW 116.38
0.618 115.84
1.000 115.51
1.618 114.97
2.618 114.10
4.250 112.68
Fisher Pivots for day following 25-Mar-2008
Pivot 1 day 3 day
R1 116.82 117.09
PP 116.70 116.88
S1 116.59 116.68

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

View Archives - Comment on this page... - Back to Index of Symbols