Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 02-Apr-2008
Day Change Summary
Previous Current
01-Apr-2008 02-Apr-2008 Change Change % Previous Week
Open 115.69 115.55 -0.14 -0.1% 117.25
High 115.69 115.55 -0.14 -0.1% 117.25
Low 115.69 115.55 -0.14 -0.1% 114.80
Close 115.69 115.55 -0.14 -0.1% 116.11
Range
ATR 0.53 0.50 -0.03 -5.3% 0.00
Volume 63 379 316 501.6% 804
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 115.55 115.55 115.55
R3 115.55 115.55 115.55
R2 115.55 115.55 115.55
R1 115.55 115.55 115.55 115.55
PP 115.55 115.55 115.55 115.55
S1 115.55 115.55 115.55 115.55
S2 115.55 115.55 115.55
S3 115.55 115.55 115.55
S4 115.55 115.55 115.55
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
5 116.42 114.80 1.62 1.4% 0.36 0.3% 46% False False 192
10 118.13 114.80 3.33 2.9% 0.40 0.3% 23% False False 169
20 118.50 114.80 3.70 3.2% 0.34 0.3% 20% False False 239
40 118.50 114.80 3.70 3.2% 0.18 0.2% 20% False False 269
60 118.50 114.46 4.04 3.5% 0.12 0.1% 27% False False 335
Crabel Price Patterns
NR False
NR4 False
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 0.07
Fibonacci Retracements and Extensions
4.250 115.55
2.618 115.55
1.618 115.55
1.000 115.55
0.618 115.55
HIGH 115.55
0.618 115.55
0.500 115.55
0.382 115.55
LOW 115.55
0.618 115.55
1.000 115.55
1.618 115.55
2.618 115.55
4.250 115.55
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 115.55 115.99
PP 115.55 115.84
S1 115.55 115.70

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

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