Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 16-Apr-2008
Day Change Summary
Previous Current
15-Apr-2008 16-Apr-2008 Change Change % Previous Week
Open 116.05 115.64 -0.41 -0.4% 115.44
High 116.28 115.65 -0.63 -0.5% 116.21
Low 115.60 115.17 -0.43 -0.4% 115.04
Close 115.78 115.12 -0.66 -0.6% 116.13
Range 0.68 0.48 -0.20 -29.4% 1.17
ATR 0.51 0.51 0.01 1.5% 0.00
Volume 39 172 133 341.0% 406
Daily Pivots for day following 16-Apr-2008
Classic Woodie Camarilla DeMark
R4 116.75 116.42 115.38
R3 116.27 115.94 115.25
R2 115.79 115.79 115.21
R1 115.46 115.46 115.16 115.39
PP 115.31 115.31 115.31 115.28
S1 114.98 114.98 115.08 114.91
S2 114.83 114.83 115.03
S3 114.35 114.50 114.99
S4 113.87 114.02 114.86
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
5 116.33 115.17 1.16 1.0% 0.53 0.5% -4% False True 112
10 116.33 115.04 1.29 1.1% 0.42 0.4% 6% False False 114
20 118.13 114.80 3.33 2.9% 0.41 0.4% 10% False False 141
40 118.50 114.80 3.70 3.2% 0.28 0.2% 9% False False 209
60 118.50 114.80 3.70 3.2% 0.19 0.2% 9% False False 255
80 118.50 112.52 5.98 5.2% 0.15 0.1% 43% False False 281
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.69
2.618 116.91
1.618 116.43
1.000 116.13
0.618 115.95
HIGH 115.65
0.618 115.47
0.500 115.41
0.382 115.35
LOW 115.17
0.618 114.87
1.000 114.69
1.618 114.39
2.618 113.91
4.250 113.13
Fisher Pivots for day following 16-Apr-2008
Pivot 1 day 3 day
R1 115.41 115.75
PP 115.31 115.54
S1 115.22 115.33

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

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