Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 110.28 110.33 0.05 0.0% 112.00
High 110.50 110.74 0.24 0.2% 113.29
Low 110.19 109.65 -0.54 -0.5% 109.80
Close 110.30 109.80 -0.50 -0.5% 109.87
Range 0.31 1.09 0.78 251.6% 3.49
ATR 0.69 0.72 0.03 4.2% 0.00
Volume 660,860 1,143,850 482,990 73.1% 6,060,251
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 113.33 112.66 110.40
R3 112.24 111.57 110.10
R2 111.15 111.15 110.00
R1 110.48 110.48 109.90 110.27
PP 110.06 110.06 110.06 109.96
S1 109.39 109.39 109.70 109.18
S2 108.97 108.97 109.60
S3 107.88 108.30 109.50
S4 106.79 107.21 109.20
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 121.46 119.15 111.79
R3 117.97 115.66 110.83
R2 114.48 114.48 110.51
R1 112.17 112.17 110.19 111.58
PP 110.99 110.99 110.99 110.69
S1 108.68 108.68 109.55 108.09
S2 107.50 107.50 109.23
S3 104.01 105.19 108.91
S4 100.52 101.70 107.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.74 109.65 1.09 1.0% 0.61 0.6% 14% True True 889,498
10 113.29 109.65 3.64 3.3% 0.81 0.7% 4% False True 1,044,195
20 113.43 109.65 3.78 3.4% 0.71 0.6% 4% False True 700,414
40 115.51 109.65 5.86 5.3% 0.63 0.6% 3% False True 351,478
60 116.42 109.65 6.77 6.2% 0.56 0.5% 2% False True 234,418
80 118.50 109.65 8.85 8.1% 0.48 0.4% 2% False True 175,871
100 118.50 109.65 8.85 8.1% 0.39 0.4% 2% False True 140,771
120 118.50 109.65 8.85 8.1% 0.33 0.3% 2% False True 117,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 115.37
2.618 113.59
1.618 112.50
1.000 111.83
0.618 111.41
HIGH 110.74
0.618 110.32
0.500 110.20
0.382 110.07
LOW 109.65
0.618 108.98
1.000 108.56
1.618 107.89
2.618 106.80
4.250 105.02
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 110.20 110.20
PP 110.06 110.06
S1 109.93 109.93

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

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