Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 02-Jun-2008
Day Change Summary
Previous Current
30-May-2008 02-Jun-2008 Change Change % Previous Week
Open 111.88 111.87 -0.01 0.0% 113.12
High 112.30 112.63 0.33 0.3% 113.15
Low 111.83 111.87 0.04 0.0% 111.63
Close 112.07 112.50 0.43 0.4% 112.07
Range 0.47 0.76 0.29 61.7% 1.52
ATR 0.59 0.60 0.01 2.0% 0.00
Volume 93,030 242,326 149,296 160.5% 207,144
Daily Pivots for day following 02-Jun-2008
Classic Woodie Camarilla DeMark
R4 114.61 114.32 112.92
R3 113.85 113.56 112.71
R2 113.09 113.09 112.64
R1 112.80 112.80 112.57 112.95
PP 112.33 112.33 112.33 112.41
S1 112.04 112.04 112.43 112.19
S2 111.57 111.57 112.36
S3 110.81 111.28 112.29
S4 110.05 110.52 112.08
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 116.84 115.98 112.91
R3 115.32 114.46 112.49
R2 113.80 113.80 112.35
R1 112.94 112.94 112.21 112.61
PP 112.28 112.28 112.28 112.12
S1 111.42 111.42 111.93 111.09
S2 110.76 110.76 111.79
S3 109.24 109.90 111.65
S4 107.72 108.38 111.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.13 111.63 1.50 1.3% 0.56 0.5% 58% False False 89,467
10 113.91 111.63 2.28 2.0% 0.54 0.5% 38% False False 47,866
20 115.51 111.63 3.88 3.4% 0.56 0.5% 22% False False 25,149
40 116.33 111.63 4.70 4.2% 0.52 0.5% 19% False False 12,820
60 118.50 111.63 6.87 6.1% 0.46 0.4% 13% False False 8,629
80 118.50 111.63 6.87 6.1% 0.36 0.3% 13% False False 6,541
100 118.50 111.63 6.87 6.1% 0.29 0.3% 13% False False 5,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 115.86
2.618 114.62
1.618 113.86
1.000 113.39
0.618 113.10
HIGH 112.63
0.618 112.34
0.500 112.25
0.382 112.16
LOW 111.87
0.618 111.40
1.000 111.11
1.618 110.64
2.618 109.88
4.250 108.64
Fisher Pivots for day following 02-Jun-2008
Pivot 1 day 3 day
R1 112.42 112.38
PP 112.33 112.25
S1 112.25 112.13

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

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