Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 112.15 111.81 -0.34 -0.3% 111.62
High 112.18 111.91 -0.27 -0.2% 112.88
Low 111.58 110.60 -0.98 -0.9% 110.60
Close 111.92 110.85 -1.07 -1.0% 110.85
Range 0.60 1.31 0.71 118.3% 2.28
ATR 0.79 0.82 0.04 4.8% 0.00
Volume 858,500 1,079,246 220,746 25.7% 4,584,569
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 115.05 114.26 111.57
R3 113.74 112.95 111.21
R2 112.43 112.43 111.09
R1 111.64 111.64 110.97 111.38
PP 111.12 111.12 111.12 110.99
S1 110.33 110.33 110.73 110.07
S2 109.81 109.81 110.61
S3 108.50 109.02 110.49
S4 107.19 107.71 110.13
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 118.28 116.85 112.10
R3 116.00 114.57 111.48
R2 113.72 113.72 111.27
R1 112.29 112.29 111.06 111.87
PP 111.44 111.44 111.44 111.23
S1 110.01 110.01 110.64 109.59
S2 109.16 109.16 110.43
S3 106.88 107.73 110.22
S4 104.60 105.45 109.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.88 110.60 2.28 2.1% 0.80 0.7% 11% False True 916,913
10 112.88 110.60 2.28 2.1% 0.79 0.7% 11% False True 913,803
20 112.88 109.85 3.03 2.7% 0.80 0.7% 33% False False 916,703
40 113.43 109.65 3.78 3.4% 0.75 0.7% 32% False False 808,558
60 115.51 109.65 5.86 5.3% 0.69 0.6% 20% False False 539,886
80 116.42 109.65 6.77 6.1% 0.62 0.6% 18% False False 404,989
100 118.50 109.65 8.85 8.0% 0.55 0.5% 14% False False 324,037
120 118.50 109.65 8.85 8.0% 0.46 0.4% 14% False False 270,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 117.48
2.618 115.34
1.618 114.03
1.000 113.22
0.618 112.72
HIGH 111.91
0.618 111.41
0.500 111.26
0.382 111.10
LOW 110.60
0.618 109.79
1.000 109.29
1.618 108.48
2.618 107.17
4.250 105.03
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 111.26 111.68
PP 111.12 111.40
S1 110.99 111.13

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

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