Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 112.81 112.78 -0.03 0.0% 113.75
High 113.13 112.79 -0.34 -0.3% 113.94
Low 112.71 112.38 -0.33 -0.3% 112.71
Close 112.86 112.48 -0.38 -0.3% 113.22
Range 0.42 0.41 -0.01 -2.4% 1.23
ATR 0.58 0.57 -0.01 -1.2% 0.00
Volume 18,157 36,520 18,363 101.1% 33,202
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 113.78 113.54 112.71
R3 113.37 113.13 112.59
R2 112.96 112.96 112.56
R1 112.72 112.72 112.52 112.64
PP 112.55 112.55 112.55 112.51
S1 112.31 112.31 112.44 112.23
S2 112.14 112.14 112.40
S3 111.73 111.90 112.37
S4 111.32 111.49 112.25
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
5 113.43 112.38 1.05 0.9% 0.45 0.4% 10% False True 14,409
10 113.94 112.38 1.56 1.4% 0.52 0.5% 6% False True 9,491
20 115.51 112.38 3.13 2.8% 0.54 0.5% 3% False True 5,656
40 116.33 112.38 3.95 3.5% 0.48 0.4% 3% False True 3,024
60 118.50 112.38 6.12 5.4% 0.44 0.4% 2% False True 2,089
80 118.50 112.38 6.12 5.4% 0.33 0.3% 2% False True 1,642
100 118.50 112.38 6.12 5.4% 0.27 0.2% 2% False True 1,409
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.53
2.618 113.86
1.618 113.45
1.000 113.20
0.618 113.04
HIGH 112.79
0.618 112.63
0.500 112.59
0.382 112.54
LOW 112.38
0.618 112.13
1.000 111.97
1.618 111.72
2.618 111.31
4.250 110.64
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 112.59 112.77
PP 112.55 112.67
S1 112.52 112.58

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

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