Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 111.18 111.63 0.45 0.4% 110.75
High 111.73 112.36 0.63 0.6% 111.53
Low 110.99 111.54 0.55 0.5% 109.70
Close 111.64 112.05 0.41 0.4% 110.61
Range 0.74 0.82 0.08 10.8% 1.83
ATR 0.83 0.83 0.00 -0.1% 0.00
Volume 941,253 900,415 -40,838 -4.3% 4,419,871
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 114.44 114.07 112.50
R3 113.62 113.25 112.28
R2 112.80 112.80 112.20
R1 112.43 112.43 112.13 112.62
PP 111.98 111.98 111.98 112.08
S1 111.61 111.61 111.97 111.80
S2 111.16 111.16 111.90
S3 110.34 110.79 111.82
S4 109.52 109.97 111.60
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
5 112.36 110.10 2.26 2.0% 0.92 0.8% 86% True False 879,866
10 112.36 109.70 2.66 2.4% 0.84 0.8% 88% True False 882,995
20 112.88 109.70 3.18 2.8% 0.82 0.7% 74% False False 911,489
40 113.29 109.65 3.64 3.2% 0.79 0.7% 66% False False 949,685
60 115.51 109.65 5.86 5.2% 0.73 0.6% 41% False False 654,646
80 116.33 109.65 6.68 6.0% 0.67 0.6% 36% False False 491,123
100 118.50 109.65 8.85 7.9% 0.61 0.5% 27% False False 392,943
120 118.50 109.65 8.85 7.9% 0.51 0.5% 27% False False 327,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.85
2.618 114.51
1.618 113.69
1.000 113.18
0.618 112.87
HIGH 112.36
0.618 112.05
0.500 111.95
0.382 111.85
LOW 111.54
0.618 111.03
1.000 110.72
1.618 110.21
2.618 109.39
4.250 108.06
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 112.02 111.83
PP 111.98 111.61
S1 111.95 111.39

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

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