Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 111.96 111.37 -0.59 -0.5% 111.87
High 112.05 112.21 0.16 0.1% 112.83
Low 111.25 111.34 0.09 0.1% 111.25
Close 111.46 111.93 0.47 0.4% 111.93
Range 0.80 0.87 0.07 8.8% 1.58
ATR 0.66 0.68 0.01 2.2% 0.00
Volume 1,356,245 1,049,211 -307,034 -22.6% 4,400,486
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 114.44 114.05 112.41
R3 113.57 113.18 112.17
R2 112.70 112.70 112.09
R1 112.31 112.31 112.01 112.51
PP 111.83 111.83 111.83 111.92
S1 111.44 111.44 111.85 111.64
S2 110.96 110.96 111.77
S3 110.09 110.57 111.69
S4 109.22 109.70 111.45
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 116.74 115.92 112.80
R3 115.16 114.34 112.36
R2 113.58 113.58 112.22
R1 112.76 112.76 112.07 113.17
PP 112.00 112.00 112.00 112.21
S1 111.18 111.18 111.79 111.59
S2 110.42 110.42 111.64
S3 108.84 109.60 111.50
S4 107.26 108.02 111.06
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% 0.80 0.7% 43% False False 880,097
10 113.15 111.25 1.90 1.7% 0.63 0.6% 36% False False 460,763
20 115.43 111.25 4.18 3.7% 0.61 0.5% 16% False False 232,638
40 116.33 111.25 5.08 4.5% 0.56 0.5% 13% False False 116,765
60 118.50 111.25 7.25 6.5% 0.50 0.4% 9% False False 77,900
80 118.50 111.25 7.25 6.5% 0.39 0.4% 9% False False 58,510
100 118.50 111.25 7.25 6.5% 0.32 0.3% 9% False False 46,888
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 0.09
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.91
2.618 114.49
1.618 113.62
1.000 113.08
0.618 112.75
HIGH 112.21
0.618 111.88
0.500 111.78
0.382 111.67
LOW 111.34
0.618 110.80
1.000 110.47
1.618 109.93
2.618 109.06
4.250 107.64
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 111.88 111.91
PP 111.83 111.88
S1 111.78 111.86

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

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