Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 114.30 114.48 0.18 0.2% 113.57
High 114.59 114.91 0.32 0.3% 114.50
Low 114.23 114.17 -0.06 -0.1% 113.32
Close 114.41 114.33 -0.08 -0.1% 114.20
Range 0.36 0.74 0.38 105.6% 1.18
ATR 0.64 0.65 0.01 1.1% 0.00
Volume 472,308 757,660 285,352 60.4% 2,835,107
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 116.69 116.25 114.74
R3 115.95 115.51 114.53
R2 115.21 115.21 114.47
R1 114.77 114.77 114.40 114.62
PP 114.47 114.47 114.47 114.40
S1 114.03 114.03 114.26 113.88
S2 113.73 113.73 114.19
S3 112.99 113.29 114.13
S4 112.25 112.55 113.92
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
5 114.91 113.63 1.28 1.1% 0.52 0.5% 55% True False 613,775
10 114.91 112.55 2.36 2.1% 0.54 0.5% 75% True False 651,074
20 114.91 109.70 5.21 4.6% 0.64 0.6% 89% True False 752,938
40 114.91 109.70 5.21 4.6% 0.72 0.6% 89% True False 839,546
60 114.91 109.65 5.26 4.6% 0.72 0.6% 89% True False 815,283
80 115.51 109.65 5.86 5.1% 0.67 0.6% 80% False False 612,213
100 116.42 109.65 6.77 5.9% 0.62 0.5% 69% False False 489,834
120 118.50 109.65 8.85 7.7% 0.57 0.5% 53% False False 408,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 118.06
2.618 116.85
1.618 116.11
1.000 115.65
0.618 115.37
HIGH 114.91
0.618 114.63
0.500 114.54
0.382 114.45
LOW 114.17
0.618 113.71
1.000 113.43
1.618 112.97
2.618 112.23
4.250 111.03
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 114.54 114.43
PP 114.47 114.40
S1 114.40 114.36

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

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