Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 114.60 114.77 0.17 0.1% 114.30
High 114.96 114.87 -0.09 -0.1% 114.94
Low 114.46 113.93 -0.53 -0.5% 113.50
Close 114.65 114.11 -0.54 -0.5% 113.86
Range 0.50 0.94 0.44 88.0% 1.44
ATR 0.72 0.74 0.02 2.1% 0.00
Volume 744,617 917,625 173,008 23.2% 3,590,599
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 117.12 116.56 114.63
R3 116.18 115.62 114.37
R2 115.24 115.24 114.28
R1 114.68 114.68 114.20 114.49
PP 114.30 114.30 114.30 114.21
S1 113.74 113.74 114.02 113.55
S2 113.36 113.36 113.94
S3 112.42 112.80 113.85
S4 111.48 111.86 113.59
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
5 114.96 113.50 1.46 1.3% 0.76 0.7% 42% False False 645,163
10 114.96 113.50 1.46 1.3% 0.69 0.6% 42% False False 629,955
20 114.96 111.77 3.19 2.8% 0.63 0.5% 73% False False 685,767
40 114.96 109.70 5.26 4.6% 0.72 0.6% 84% False False 798,628
60 114.96 109.65 5.31 4.7% 0.74 0.6% 84% False False 861,712
80 115.51 109.65 5.86 5.1% 0.70 0.6% 76% False False 662,426
100 116.33 109.65 6.68 5.9% 0.66 0.6% 67% False False 530,052
120 118.50 109.65 8.85 7.8% 0.61 0.5% 50% False False 441,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118.87
2.618 117.33
1.618 116.39
1.000 115.81
0.618 115.45
HIGH 114.87
0.618 114.51
0.500 114.40
0.382 114.29
LOW 113.93
0.618 113.35
1.000 112.99
1.618 112.41
2.618 111.47
4.250 109.94
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 114.40 114.23
PP 114.30 114.19
S1 114.21 114.15

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

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