Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 113.98 114.30 0.32 0.3% 113.57
High 114.50 114.59 0.09 0.1% 114.50
Low 113.95 114.23 0.28 0.2% 113.32
Close 114.20 114.41 0.21 0.2% 114.20
Range 0.55 0.36 -0.19 -34.5% 1.18
ATR 0.66 0.64 -0.02 -2.9% 0.00
Volume 411,062 472,308 61,246 14.9% 2,835,107
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 115.49 115.31 114.61
R3 115.13 114.95 114.51
R2 114.77 114.77 114.48
R1 114.59 114.59 114.44 114.68
PP 114.41 114.41 114.41 114.46
S1 114.23 114.23 114.38 114.32
S2 114.05 114.05 114.34
S3 113.69 113.87 114.31
S4 113.33 113.51 114.21
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 117.55 117.05 114.85
R3 116.37 115.87 114.52
R2 115.19 115.19 114.42
R1 114.69 114.69 114.31 114.94
PP 114.01 114.01 114.01 114.13
S1 113.51 113.51 114.09 113.76
S2 112.83 112.83 113.98
S3 111.65 112.33 113.88
S4 110.47 111.15 113.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.59 113.52 1.07 0.9% 0.47 0.4% 83% True False 586,301
10 114.59 112.55 2.04 1.8% 0.51 0.4% 91% True False 635,887
20 114.59 109.70 4.89 4.3% 0.64 0.6% 96% True False 752,693
40 114.59 109.70 4.89 4.3% 0.72 0.6% 96% True False 837,151
60 114.59 109.65 4.94 4.3% 0.72 0.6% 96% True False 802,690
80 115.51 109.65 5.86 5.1% 0.67 0.6% 81% False False 602,744
100 116.42 109.65 6.77 5.9% 0.63 0.5% 70% False False 482,258
120 118.50 109.65 8.85 7.7% 0.57 0.5% 54% False False 401,922
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116.12
2.618 115.53
1.618 115.17
1.000 114.95
0.618 114.81
HIGH 114.59
0.618 114.45
0.500 114.41
0.382 114.37
LOW 114.23
0.618 114.01
1.000 113.87
1.618 113.65
2.618 113.29
4.250 112.70
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 114.41 114.31
PP 114.41 114.22
S1 114.41 114.12

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

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