Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 26-May-2008
Day Change Summary
Previous Current
23-May-2008 26-May-2008 Change Change % Previous Week
Open 112.85 113.12 0.27 0.2% 113.75
High 113.43 113.15 -0.28 -0.2% 113.94
Low 112.71 112.88 0.17 0.2% 112.71
Close 113.22 112.99 -0.23 -0.2% 113.22
Range 0.72 0.27 -0.45 -62.5% 1.23
ATR 0.61 0.59 -0.02 -3.2% 0.00
Volume 7,910 2,133 -5,777 -73.0% 33,202
Daily Pivots for day following 26-May-2008
Classic Woodie Camarilla DeMark
R4 113.82 113.67 113.14
R3 113.55 113.40 113.06
R2 113.28 113.28 113.04
R1 113.13 113.13 113.01 113.07
PP 113.01 113.01 113.01 112.98
S1 112.86 112.86 112.97 112.80
S2 112.74 112.74 112.94
S3 112.47 112.59 112.92
S4 112.20 112.32 112.84
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 116.98 116.33 113.90
R3 115.75 115.10 113.56
R2 114.52 114.52 113.45
R1 113.87 113.87 113.33 113.58
PP 113.29 113.29 113.29 113.15
S1 112.64 112.64 113.11 112.35
S2 112.06 112.06 112.99
S3 110.83 111.41 112.88
S4 109.60 110.18 112.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.91 112.71 1.20 1.1% 0.52 0.5% 23% False False 6,264
10 115.43 112.71 2.72 2.4% 0.59 0.5% 10% False False 4,593
20 115.51 112.71 2.80 2.5% 0.53 0.5% 10% False False 3,005
40 116.42 112.71 3.71 3.3% 0.46 0.4% 8% False False 1,660
60 118.50 112.71 5.79 5.1% 0.42 0.4% 5% False False 1,185
80 118.50 112.71 5.79 5.1% 0.32 0.3% 5% False False 972
100 118.50 112.71 5.79 5.1% 0.26 0.2% 5% False False 865
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114.30
2.618 113.86
1.618 113.59
1.000 113.42
0.618 113.32
HIGH 113.15
0.618 113.05
0.500 113.02
0.382 112.98
LOW 112.88
0.618 112.71
1.000 112.61
1.618 112.44
2.618 112.17
4.250 111.73
Fisher Pivots for day following 26-May-2008
Pivot 1 day 3 day
R1 113.02 113.07
PP 113.01 113.04
S1 113.00 113.02

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

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