Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 111.62 112.39 0.77 0.7% 111.45
High 112.40 112.88 0.48 0.4% 112.57
Low 111.57 112.24 0.67 0.6% 111.42
Close 112.28 112.42 0.14 0.1% 112.06
Range 0.83 0.64 -0.19 -22.9% 1.15
ATR 0.82 0.80 -0.01 -1.5% 0.00
Volume 749,026 1,011,418 262,392 35.0% 4,553,467
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 114.43 114.07 112.77
R3 113.79 113.43 112.60
R2 113.15 113.15 112.54
R1 112.79 112.79 112.48 112.97
PP 112.51 112.51 112.51 112.61
S1 112.15 112.15 112.36 112.33
S2 111.87 111.87 112.30
S3 111.23 111.51 112.24
S4 110.59 110.87 112.07
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 115.47 114.91 112.69
R3 114.32 113.76 112.38
R2 113.17 113.17 112.27
R1 112.61 112.61 112.17 112.89
PP 112.02 112.02 112.02 112.16
S1 111.46 111.46 111.95 111.74
S2 110.87 110.87 111.85
S3 109.72 110.31 111.74
S4 108.57 109.16 111.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.88 111.56 1.32 1.2% 0.76 0.7% 65% True False 908,613
10 112.88 109.86 3.02 2.7% 0.84 0.7% 85% True False 964,389
20 112.88 109.65 3.23 2.9% 0.76 0.7% 86% True False 905,654
40 113.91 109.65 4.26 3.8% 0.73 0.6% 65% False False 738,487
60 115.51 109.65 5.86 5.2% 0.66 0.6% 47% False False 492,873
80 117.68 109.65 8.03 7.1% 0.60 0.5% 34% False False 369,693
100 118.50 109.65 8.85 7.9% 0.52 0.5% 31% False False 295,800
120 118.50 109.65 8.85 7.9% 0.44 0.4% 31% False False 246,563
Crabel Price Patterns
NR True
NR4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 115.60
2.618 114.56
1.618 113.92
1.000 113.52
0.618 113.28
HIGH 112.88
0.618 112.64
0.500 112.56
0.382 112.48
LOW 112.24
0.618 111.84
1.000 111.60
1.618 111.20
2.618 110.56
4.250 109.52
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 112.56 112.35
PP 112.51 112.29
S1 112.47 112.22

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

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