Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 112.00 111.18 -0.82 -0.7% 111.87
High 113.29 111.42 -1.87 -1.7% 112.83
Low 111.20 110.78 -0.42 -0.4% 111.25
Close 111.33 111.17 -0.16 -0.1% 111.93
Range 2.09 0.64 -1.45 -69.4% 1.58
ATR 0.78 0.77 -0.01 -1.3% 0.00
Volume 1,694,449 1,038,457 -655,992 -38.7% 4,400,486
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 113.04 112.75 111.52
R3 112.40 112.11 111.35
R2 111.76 111.76 111.29
R1 111.47 111.47 111.23 111.30
PP 111.12 111.12 111.12 111.04
S1 110.83 110.83 111.11 110.66
S2 110.48 110.48 111.05
S3 109.84 110.19 110.99
S4 109.20 109.55 110.82
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
5 113.29 110.78 2.51 2.3% 0.98 0.9% 16% False True 1,220,263
10 113.29 110.78 2.51 2.3% 0.83 0.8% 16% False True 732,024
20 114.29 110.78 3.51 3.2% 0.68 0.6% 11% False True 369,061
40 116.28 110.78 5.50 4.9% 0.60 0.5% 7% False True 185,084
60 118.50 110.78 7.72 6.9% 0.53 0.5% 5% False True 123,446
80 118.50 110.78 7.72 6.9% 0.43 0.4% 5% False True 92,658
100 118.50 110.78 7.72 6.9% 0.34 0.3% 5% False True 74,215
Crabel Price Patterns
NR True
NR4 True
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 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114.14
2.618 113.10
1.618 112.46
1.000 112.06
0.618 111.82
HIGH 111.42
0.618 111.18
0.500 111.10
0.382 111.02
LOW 110.78
0.618 110.38
1.000 110.14
1.618 109.74
2.618 109.10
4.250 108.06
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 111.15 112.04
PP 111.12 111.75
S1 111.10 111.46

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

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