Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 110.16 110.98 0.82 0.7% 110.75
High 111.02 111.53 0.51 0.5% 111.53
Low 110.10 110.25 0.15 0.1% 109.70
Close 110.76 110.61 -0.15 -0.1% 110.61
Range 0.92 1.28 0.36 39.1% 1.83
ATR 0.81 0.84 0.03 4.2% 0.00
Volume 824,155 1,102,840 278,685 33.8% 4,419,871
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 114.64 113.90 111.31
R3 113.36 112.62 110.96
R2 112.08 112.08 110.84
R1 111.34 111.34 110.73 111.07
PP 110.80 110.80 110.80 110.66
S1 110.06 110.06 110.49 109.79
S2 109.52 109.52 110.38
S3 108.24 108.78 110.26
S4 106.96 107.50 109.91
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 116.10 115.19 111.62
R3 114.27 113.36 111.11
R2 112.44 112.44 110.95
R1 111.53 111.53 110.78 111.07
PP 110.61 110.61 110.61 110.39
S1 109.70 109.70 110.44 109.24
S2 108.78 108.78 110.27
S3 106.95 107.87 110.11
S4 105.12 106.04 109.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.53 109.70 1.83 1.7% 0.82 0.7% 50% True False 883,974
10 112.88 109.70 3.18 2.9% 0.81 0.7% 29% False False 900,444
20 112.88 109.70 3.18 2.9% 0.84 0.8% 29% False False 946,738
40 113.29 109.65 3.64 3.3% 0.79 0.7% 26% False False 916,004
60 115.51 109.65 5.86 5.3% 0.72 0.6% 16% False False 613,509
80 116.33 109.65 6.68 6.0% 0.65 0.6% 14% False False 460,226
100 118.50 109.65 8.85 8.0% 0.58 0.5% 11% False False 368,228
120 118.50 109.65 8.85 8.0% 0.49 0.4% 11% False False 306,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116.97
2.618 114.88
1.618 113.60
1.000 112.81
0.618 112.32
HIGH 111.53
0.618 111.04
0.500 110.89
0.382 110.74
LOW 110.25
0.618 109.46
1.000 108.97
1.618 108.18
2.618 106.90
4.250 104.81
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 110.89 110.62
PP 110.80 110.61
S1 110.70 110.61

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

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