Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 115.82 116.33 0.51 0.4% 117.25
High 116.29 116.42 0.13 0.1% 117.25
Low 114.80 116.33 1.53 1.3% 114.80
Close 116.11 116.33 0.22 0.2% 116.11
Range 1.49 0.09 -1.40 -94.0% 2.45
ATR 0.54 0.52 -0.02 -3.0% 0.00
Volume 91 63 -28 -30.8% 804
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 116.63 116.57 116.38
R3 116.54 116.48 116.35
R2 116.45 116.45 116.35
R1 116.39 116.39 116.34 116.38
PP 116.36 116.36 116.36 116.35
S1 116.30 116.30 116.32 116.29
S2 116.27 116.27 116.31
S3 116.18 116.21 116.31
S4 116.09 116.12 116.28
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 123.40 122.21 117.46
R3 120.95 119.76 116.78
R2 118.50 118.50 116.56
R1 117.31 117.31 116.33 116.68
PP 116.05 116.05 116.05 115.74
S1 114.86 114.86 115.89 114.23
S2 113.60 113.60 115.66
S3 111.15 112.41 115.44
S4 108.70 109.96 114.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.25 114.80 2.45 2.1% 0.63 0.5% 62% False False 173
10 118.50 114.80 3.70 3.2% 0.45 0.4% 41% False False 200
20 118.50 114.80 3.70 3.2% 0.35 0.3% 41% False False 225
40 118.50 114.80 3.70 3.2% 0.18 0.2% 41% False False 281
60 118.50 114.46 4.04 3.5% 0.12 0.1% 46% False False 334
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116.80
2.618 116.66
1.618 116.57
1.000 116.51
0.618 116.48
HIGH 116.42
0.618 116.39
0.500 116.38
0.382 116.36
LOW 116.33
0.618 116.27
1.000 116.24
1.618 116.18
2.618 116.09
4.250 115.95
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 116.38 116.09
PP 116.36 115.85
S1 116.35 115.61

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

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