Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 112.52 112.23 -0.29 -0.3% 113.12
High 112.83 112.47 -0.36 -0.3% 113.15
Low 111.75 111.99 0.24 0.2% 111.63
Close 111.77 112.19 0.42 0.4% 112.07
Range 1.08 0.48 -0.60 -55.6% 1.52
ATR 0.64 0.64 0.00 0.7% 0.00
Volume 789,751 962,953 173,202 21.9% 207,144
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 113.66 113.40 112.45
R3 113.18 112.92 112.32
R2 112.70 112.70 112.28
R1 112.44 112.44 112.23 112.33
PP 112.22 112.22 112.22 112.16
S1 111.96 111.96 112.15 111.85
S2 111.74 111.74 112.10
S3 111.26 111.48 112.06
S4 110.78 111.00 111.93
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
5 112.83 111.63 1.20 1.1% 0.71 0.6% 47% False False 429,072
10 113.43 111.63 1.80 1.6% 0.58 0.5% 31% False False 221,740
20 115.51 111.63 3.88 3.5% 0.60 0.5% 14% False False 112,631
40 116.33 111.63 4.70 4.2% 0.54 0.5% 12% False False 56,635
60 118.50 111.63 6.87 6.1% 0.48 0.4% 8% False False 37,828
80 118.50 111.63 6.87 6.1% 0.37 0.3% 8% False False 28,442
100 118.50 111.63 6.87 6.1% 0.30 0.3% 8% False False 22,847
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.51
2.618 113.73
1.618 113.25
1.000 112.95
0.618 112.77
HIGH 112.47
0.618 112.29
0.500 112.23
0.382 112.17
LOW 111.99
0.618 111.69
1.000 111.51
1.618 111.21
2.618 110.73
4.250 109.95
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 112.23 112.29
PP 112.22 112.26
S1 112.20 112.22

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

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