Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 112.82 113.50 0.68 0.6% 112.61
High 113.60 113.80 0.20 0.2% 113.80
Low 112.77 113.40 0.63 0.6% 112.48
Close 113.48 113.58 0.10 0.1% 113.58
Range 0.83 0.40 -0.43 -51.8% 1.32
ATR 0.77 0.74 -0.03 -3.4% 0.00
Volume 850,148 755,888 -94,260 -11.1% 3,720,731
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 114.79 114.59 113.80
R3 114.39 114.19 113.69
R2 113.99 113.99 113.65
R1 113.79 113.79 113.62 113.89
PP 113.59 113.59 113.59 113.65
S1 113.39 113.39 113.54 113.49
S2 113.19 113.19 113.51
S3 112.79 112.99 113.47
S4 112.39 112.59 113.36
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 117.25 116.73 114.31
R3 115.93 115.41 113.94
R2 114.61 114.61 113.82
R1 114.09 114.09 113.70 114.35
PP 113.29 113.29 113.29 113.42
S1 112.77 112.77 113.46 113.03
S2 111.97 111.97 113.34
S3 110.65 111.45 113.22
S4 109.33 110.13 112.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.80 112.48 1.32 1.2% 0.58 0.5% 83% True False 744,146
10 113.80 110.41 3.39 3.0% 0.67 0.6% 94% True False 809,974
20 113.80 109.70 4.10 3.6% 0.74 0.7% 95% True False 855,209
40 113.80 109.65 4.15 3.7% 0.74 0.7% 95% True False 882,529
60 113.94 109.65 4.29 3.8% 0.72 0.6% 92% False False 748,145
80 115.51 109.65 5.86 5.2% 0.68 0.6% 67% False False 561,458
100 118.13 109.65 8.48 7.5% 0.62 0.5% 46% False False 449,195
120 118.50 109.65 8.85 7.8% 0.55 0.5% 44% False False 374,375
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 31 trading days
Fibonacci Retracements and Extensions
4.250 115.50
2.618 114.85
1.618 114.45
1.000 114.20
0.618 114.05
HIGH 113.80
0.618 113.65
0.500 113.60
0.382 113.55
LOW 113.40
0.618 113.15
1.000 113.00
1.618 112.75
2.618 112.35
4.250 111.70
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 113.60 113.45
PP 113.59 113.31
S1 113.59 113.18

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

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