Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 12-May-2008
Day Change Summary
Previous Current
09-May-2008 12-May-2008 Change Change % Previous Week
Open 114.96 115.33 0.37 0.3% 113.81
High 115.51 115.33 -0.18 -0.2% 115.51
Low 114.95 115.13 0.18 0.2% 113.73
Close 115.38 115.26 -0.12 -0.1% 115.38
Range 0.56 0.20 -0.36 -64.3% 1.78
ATR 0.58 0.55 -0.02 -4.1% 0.00
Volume 2,534 1,339 -1,195 -47.2% 8,448
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 115.84 115.75 115.37
R3 115.64 115.55 115.32
R2 115.44 115.44 115.30
R1 115.35 115.35 115.28 115.30
PP 115.24 115.24 115.24 115.21
S1 115.15 115.15 115.24 115.10
S2 115.04 115.04 115.22
S3 114.84 114.95 115.21
S4 114.64 114.75 115.15
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 120.21 119.58 116.36
R3 118.43 117.80 115.87
R2 116.65 116.65 115.71
R1 116.02 116.02 115.54 116.34
PP 114.87 114.87 114.87 115.03
S1 114.24 114.24 115.22 114.56
S2 113.09 113.09 115.05
S3 111.31 112.46 114.89
S4 109.53 110.68 114.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.51 113.73 1.78 1.5% 0.51 0.4% 86% False False 1,945
10 115.51 113.57 1.94 1.7% 0.47 0.4% 87% False False 1,417
20 116.33 113.36 2.97 2.6% 0.48 0.4% 64% False False 957
40 118.50 113.36 5.14 4.5% 0.43 0.4% 37% False False 562
60 118.50 113.36 5.14 4.5% 0.33 0.3% 37% False False 485
80 118.50 113.36 5.14 4.5% 0.25 0.2% 37% False False 465
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 116.18
2.618 115.85
1.618 115.65
1.000 115.53
0.618 115.45
HIGH 115.33
0.618 115.25
0.500 115.23
0.382 115.21
LOW 115.13
0.618 115.01
1.000 114.93
1.618 114.81
2.618 114.61
4.250 114.28
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 115.25 115.10
PP 115.24 114.94
S1 115.23 114.79

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

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