Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 14-Apr-2008
Day Change Summary
Previous Current
11-Apr-2008 14-Apr-2008 Change Change % Previous Week
Open 115.46 116.25 0.79 0.7% 115.44
High 116.21 116.33 0.12 0.1% 116.21
Low 115.46 116.03 0.57 0.5% 115.04
Close 116.13 116.22 0.09 0.1% 116.13
Range 0.75 0.30 -0.45 -60.0% 1.17
ATR 0.51 0.49 -0.01 -2.9% 0.00
Volume 46 109 63 137.0% 406
Daily Pivots for day following 14-Apr-2008
Classic Woodie Camarilla DeMark
R4 117.09 116.96 116.39
R3 116.79 116.66 116.30
R2 116.49 116.49 116.28
R1 116.36 116.36 116.25 116.28
PP 116.19 116.19 116.19 116.15
S1 116.06 116.06 116.19 115.98
S2 115.89 115.89 116.17
S3 115.59 115.76 116.14
S4 115.29 115.46 116.06
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 119.30 118.89 116.77
R3 118.13 117.72 116.45
R2 116.96 116.96 116.34
R1 116.55 116.55 116.24 116.76
PP 115.79 115.79 115.79 115.90
S1 115.38 115.38 116.02 115.59
S2 114.62 114.62 115.92
S3 113.45 114.21 115.81
S4 112.28 113.04 115.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.33 115.04 1.29 1.1% 0.46 0.4% 91% True False 82
10 116.33 115.04 1.29 1.1% 0.31 0.3% 91% True False 137
20 118.50 114.80 3.70 3.2% 0.38 0.3% 38% False False 168
40 118.50 114.80 3.70 3.2% 0.25 0.2% 38% False False 233
60 118.50 114.80 3.70 3.2% 0.17 0.1% 38% False False 303
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 0.04
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117.61
2.618 117.12
1.618 116.82
1.000 116.63
0.618 116.52
HIGH 116.33
0.618 116.22
0.500 116.18
0.382 116.14
LOW 116.03
0.618 115.84
1.000 115.73
1.618 115.54
2.618 115.24
4.250 114.76
Fisher Pivots for day following 14-Apr-2008
Pivot 1 day 3 day
R1 116.21 116.11
PP 116.19 116.00
S1 116.18 115.90

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

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