Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 113.91 113.00 -0.91 -0.8% 115.33
High 113.91 113.27 -0.64 -0.6% 115.43
Low 113.04 112.82 -0.22 -0.2% 113.05
Close 113.15 112.84 -0.31 -0.3% 113.86
Range 0.87 0.45 -0.42 -48.3% 2.38
ATR 0.62 0.61 -0.01 -1.9% 0.00
Volume 10,002 7,325 -2,677 -26.8% 11,938
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 114.33 114.03 113.09
R3 113.88 113.58 112.96
R2 113.43 113.43 112.92
R1 113.13 113.13 112.88 113.06
PP 112.98 112.98 112.98 112.94
S1 112.68 112.68 112.80 112.61
S2 112.53 112.53 112.76
S3 112.08 112.23 112.72
S4 111.63 111.78 112.59
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
5 113.94 112.82 1.12 1.0% 0.51 0.5% 2% False True 5,351
10 115.51 112.82 2.69 2.4% 0.57 0.5% 1% False True 3,976
20 115.51 112.82 2.69 2.4% 0.56 0.5% 1% False True 2,543
40 116.42 112.82 3.60 3.2% 0.48 0.4% 1% False True 1,420
60 118.50 112.82 5.68 5.0% 0.41 0.4% 0% False True 1,023
80 118.50 112.82 5.68 5.0% 0.31 0.3% 0% False True 860
100 118.50 112.82 5.68 5.0% 0.25 0.2% 0% False True 766
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
4.250 115.18
2.618 114.45
1.618 114.00
1.000 113.72
0.618 113.55
HIGH 113.27
0.618 113.10
0.500 113.05
0.382 112.99
LOW 112.82
0.618 112.54
1.000 112.37
1.618 112.09
2.618 111.64
4.250 110.91
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 113.05 113.37
PP 112.98 113.19
S1 112.91 113.02

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

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