Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 112.23 111.96 -0.27 -0.2% 113.12
High 112.47 112.05 -0.42 -0.4% 113.15
Low 111.99 111.25 -0.74 -0.7% 111.63
Close 112.19 111.46 -0.73 -0.7% 112.07
Range 0.48 0.80 0.32 66.7% 1.52
ATR 0.64 0.66 0.02 3.3% 0.00
Volume 962,953 1,356,245 393,292 40.8% 207,144
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 113.99 113.52 111.90
R3 113.19 112.72 111.68
R2 112.39 112.39 111.61
R1 111.92 111.92 111.53 111.76
PP 111.59 111.59 111.59 111.50
S1 111.12 111.12 111.39 110.96
S2 110.79 110.79 111.31
S3 109.99 110.32 111.24
S4 109.19 109.52 111.02
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
5 112.83 111.25 1.58 1.4% 0.72 0.6% 13% False True 688,861
10 113.43 111.25 2.18 2.0% 0.62 0.6% 10% False True 356,632
20 115.51 111.25 4.26 3.8% 0.59 0.5% 5% False True 180,304
40 116.33 111.25 5.08 4.6% 0.55 0.5% 4% False True 90,540
60 118.50 111.25 7.25 6.5% 0.49 0.4% 3% False True 60,417
80 118.50 111.25 7.25 6.5% 0.38 0.3% 3% False True 45,394
100 118.50 111.25 7.25 6.5% 0.31 0.3% 3% False True 36,406
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.45
2.618 114.14
1.618 113.34
1.000 112.85
0.618 112.54
HIGH 112.05
0.618 111.74
0.500 111.65
0.382 111.56
LOW 111.25
0.618 110.76
1.000 110.45
1.618 109.96
2.618 109.16
4.250 107.85
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 111.65 112.04
PP 111.59 111.85
S1 111.52 111.65

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

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