Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 22-Apr-2008
Day Change Summary
Previous Current
21-Apr-2008 22-Apr-2008 Change Change % Previous Week
Open 114.17 114.16 -0.01 0.0% 116.25
High 114.42 114.20 -0.22 -0.2% 116.33
Low 114.17 113.90 -0.27 -0.2% 114.03
Close 114.30 114.02 -0.28 -0.2% 114.15
Range 0.25 0.30 0.05 20.0% 2.30
ATR 0.52 0.51 -0.01 -1.6% 0.00
Volume 245 2,297 2,052 837.6% 829
Daily Pivots for day following 22-Apr-2008
Classic Woodie Camarilla DeMark
R4 114.94 114.78 114.19
R3 114.64 114.48 114.10
R2 114.34 114.34 114.08
R1 114.18 114.18 114.05 114.11
PP 114.04 114.04 114.04 114.01
S1 113.88 113.88 113.99 113.81
S2 113.74 113.74 113.97
S3 113.44 113.58 113.94
S4 113.14 113.28 113.86
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 121.74 120.24 115.42
R3 119.44 117.94 114.78
R2 117.14 117.14 114.57
R1 115.64 115.64 114.36 115.24
PP 114.84 114.84 114.84 114.64
S1 113.34 113.34 113.94 112.94
S2 112.54 112.54 113.73
S3 110.24 111.04 113.52
S4 107.94 108.74 112.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.65 113.90 1.75 1.5% 0.46 0.4% 7% False True 644
10 116.33 113.90 2.43 2.1% 0.51 0.4% 5% False True 365
20 116.65 113.90 2.75 2.4% 0.42 0.4% 4% False True 271
40 118.50 113.90 4.60 4.0% 0.33 0.3% 3% False True 246
60 118.50 113.90 4.60 4.0% 0.22 0.2% 3% False True 288
80 118.50 112.52 5.98 5.2% 0.17 0.1% 25% False False 313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.48
2.618 114.99
1.618 114.69
1.000 114.50
0.618 114.39
HIGH 114.20
0.618 114.09
0.500 114.05
0.382 114.01
LOW 113.90
0.618 113.71
1.000 113.60
1.618 113.41
2.618 113.11
4.250 112.63
Fisher Pivots for day following 22-Apr-2008
Pivot 1 day 3 day
R1 114.05 114.29
PP 114.04 114.20
S1 114.03 114.11

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

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