Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 113.57 113.55 -0.02 0.0% 112.61
High 113.68 113.97 0.29 0.3% 113.80
Low 113.32 113.52 0.20 0.2% 112.48
Close 113.46 113.80 0.34 0.3% 113.58
Range 0.36 0.45 0.09 25.0% 1.32
ATR 0.71 0.70 -0.01 -2.0% 0.00
Volume 375,908 620,290 244,382 65.0% 3,720,731
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 115.11 114.91 114.05
R3 114.66 114.46 113.92
R2 114.21 114.21 113.88
R1 114.01 114.01 113.84 114.11
PP 113.76 113.76 113.76 113.82
S1 113.56 113.56 113.76 113.66
S2 113.31 113.31 113.72
S3 112.86 113.11 113.68
S4 112.41 112.66 113.55
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
5 113.97 112.55 1.42 1.2% 0.56 0.5% 88% True False 688,374
10 113.97 111.54 2.43 2.1% 0.60 0.5% 93% True False 752,401
20 113.97 109.70 4.27 3.8% 0.71 0.6% 96% True False 816,996
40 113.97 109.65 4.32 3.8% 0.73 0.6% 96% True False 861,325
60 113.97 109.65 4.32 3.8% 0.72 0.6% 96% True False 764,657
80 115.51 109.65 5.86 5.1% 0.67 0.6% 71% False False 573,904
100 117.68 109.65 8.03 7.1% 0.62 0.5% 52% False False 459,154
120 118.50 109.65 8.85 7.8% 0.55 0.5% 47% False False 382,666
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.88
2.618 115.15
1.618 114.70
1.000 114.42
0.618 114.25
HIGH 113.97
0.618 113.80
0.500 113.75
0.382 113.69
LOW 113.52
0.618 113.24
1.000 113.07
1.618 112.79
2.618 112.34
4.250 111.61
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 113.78 113.75
PP 113.76 113.70
S1 113.75 113.65

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

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