Euro Bund Future September 2008

Trading Metrics calculated at close of trading on 22-Aug-2008

Day Change Summary
	Previous	Current
	21-Aug-2008	22-Aug-2008	Change	Change %	Previous Week
Open	114.69	114.10	-0.59	-0.5%	114.30
High	114.82	114.28	-0.54	-0.5%	114.94
Low	114.03	113.50	-0.53	-0.5%	113.50
Close	114.15	113.86	-0.29	-0.3%	113.86
Range	0.79	0.78	-0.01	-1.3%	1.44
ATR	0.68	0.69	0.01	1.0%	0.00
Volume	808,747	754,827	-53,920	-6.7%	3,590,599

Daily Pivots for day following 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	116.22	115.82	114.29
R3	115.44	115.04	114.07
R2	114.66	114.66	114.00
R1	114.26	114.26	113.93	114.07
PP	113.88	113.88	113.88	113.79
S1	113.48	113.48	113.79	113.29
S2	113.10	113.10	113.72
S3	112.32	112.70	113.65
S4	111.54	111.92	113.43

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.42	117.58	114.65
R3	116.98	116.14	114.26
R2	115.54	115.54	114.12
R1	114.70	114.70	113.99	114.40
PP	114.10	114.10	114.10	113.95
S1	113.26	113.26	113.73	112.96
S2	112.66	112.66	113.60
S3	111.22	111.82	113.46
S4	109.78	110.38	113.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.94	113.50	1.44	1.3%	0.73	0.6%	25%	False	True	718,119
10	114.94	113.32	1.62	1.4%	0.60	0.5%	33%	False	False	642,570
20	114.94	110.41	4.53	4.0%	0.64	0.6%	76%	False	False	726,272
40	114.94	109.70	5.24	4.6%	0.74	0.6%	79%	False	False	836,505
60	114.94	109.65	5.29	4.6%	0.74	0.6%	80%	False	False	852,760
80	115.51	109.65	5.86	5.1%	0.70	0.6%	72%	False	False	641,700
100	116.33	109.65	6.68	5.9%	0.64	0.6%	63%	False	False	513,435
120	118.50	109.65	8.85	7.8%	0.59	0.5%	48%	False	False	427,902

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.16
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117.60
2.618	116.32
1.618	115.54
1.000	115.06
0.618	114.76
HIGH	114.28
0.618	113.98
0.500	113.89
0.382	113.80
LOW	113.50
0.618	113.02
1.000	112.72
1.618	112.24
2.618	111.46
4.250	110.19

Fisher Pivots for day following 22-Aug-2008
Pivot	1 day	3 day
R1	113.89	114.22
PP	113.88	114.10
S1	113.87	113.98

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols