Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
26-May-2008 27-May-2008 Change Change % Previous Week
Open 113.12 112.81 -0.31 -0.3% 113.75
High 113.15 113.13 -0.02 0.0% 113.94
Low 112.88 112.71 -0.17 -0.2% 112.71
Close 112.99 112.86 -0.13 -0.1% 113.22
Range 0.27 0.42 0.15 55.6% 1.23
ATR 0.59 0.58 -0.01 -2.1% 0.00
Volume 2,133 18,157 16,024 751.2% 33,202
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 114.16 113.93 113.09
R3 113.74 113.51 112.98
R2 113.32 113.32 112.94
R1 113.09 113.09 112.90 113.21
PP 112.90 112.90 112.90 112.96
S1 112.67 112.67 112.82 112.79
S2 112.48 112.48 112.78
S3 112.06 112.25 112.74
S4 111.64 111.83 112.63
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% 0.55 0.5% 13% False True 9,105
10 114.29 112.71 1.58 1.4% 0.53 0.5% 9% False True 6,098
20 115.51 112.71 2.80 2.5% 0.54 0.5% 5% False True 3,849
40 116.33 112.71 3.62 3.2% 0.47 0.4% 4% False True 2,112
60 118.50 112.71 5.79 5.1% 0.43 0.4% 3% False True 1,483
80 118.50 112.71 5.79 5.1% 0.33 0.3% 3% False True 1,196
100 118.50 112.71 5.79 5.1% 0.26 0.2% 3% False True 1,045
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.92
2.618 114.23
1.618 113.81
1.000 113.55
0.618 113.39
HIGH 113.13
0.618 112.97
0.500 112.92
0.382 112.87
LOW 112.71
0.618 112.45
1.000 112.29
1.618 112.03
2.618 111.61
4.250 110.93
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 112.92 113.07
PP 112.90 113.00
S1 112.88 112.93

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

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