Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 21-May-2008
Day Change Summary
Previous Current
20-May-2008 21-May-2008 Change Change % Previous Week
Open 113.62 113.91 0.29 0.3% 115.33
High 113.88 113.91 0.03 0.0% 115.43
Low 113.61 113.04 -0.57 -0.5% 113.05
Close 113.80 113.15 -0.65 -0.6% 113.86
Range 0.27 0.87 0.60 222.2% 2.38
ATR 0.60 0.62 0.02 3.3% 0.00
Volume 3,954 10,002 6,048 153.0% 11,938
Daily Pivots for day following 21-May-2008
Classic Woodie Camarilla DeMark
R4 115.98 115.43 113.63
R3 115.11 114.56 113.39
R2 114.24 114.24 113.31
R1 113.69 113.69 113.23 113.53
PP 113.37 113.37 113.37 113.29
S1 112.82 112.82 113.07 112.66
S2 112.50 112.50 112.99
S3 111.63 111.95 112.91
S4 110.76 111.08 112.67
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 121.25 119.94 115.17
R3 118.87 117.56 114.51
R2 116.49 116.49 114.30
R1 115.18 115.18 114.08 114.65
PP 114.11 114.11 114.11 113.85
S1 112.80 112.80 113.64 112.27
S2 111.73 111.73 113.42
S3 109.35 110.42 113.21
S4 106.97 108.04 112.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.94 113.04 0.90 0.8% 0.58 0.5% 12% False True 4,573
10 115.51 113.04 2.47 2.2% 0.61 0.5% 4% False True 3,522
20 115.51 113.04 2.47 2.2% 0.54 0.5% 4% False True 2,217
40 116.65 113.04 3.61 3.2% 0.48 0.4% 3% False True 1,244
60 118.50 113.04 5.46 4.8% 0.40 0.4% 2% False True 903
80 118.50 113.04 5.46 4.8% 0.30 0.3% 2% False True 770
100 118.50 112.52 5.98 5.3% 0.24 0.2% 11% False False 694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 117.61
2.618 116.19
1.618 115.32
1.000 114.78
0.618 114.45
HIGH 113.91
0.618 113.58
0.500 113.48
0.382 113.37
LOW 113.04
0.618 112.50
1.000 112.17
1.618 111.63
2.618 110.76
4.250 109.34
Fisher Pivots for day following 21-May-2008
Pivot 1 day 3 day
R1 113.48 113.49
PP 113.37 113.38
S1 113.26 113.26

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

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