Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 114.77 114.35 -0.42 -0.4% 114.30
High 114.87 114.59 -0.28 -0.2% 114.94
Low 113.93 113.80 -0.13 -0.1% 113.50
Close 114.11 114.15 0.04 0.0% 113.86
Range 0.94 0.79 -0.15 -16.0% 1.44
ATR 0.74 0.74 0.00 0.5% 0.00
Volume 917,625 926,326 8,701 0.9% 3,590,599
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 116.55 116.14 114.58
R3 115.76 115.35 114.37
R2 114.97 114.97 114.29
R1 114.56 114.56 114.22 114.37
PP 114.18 114.18 114.18 114.09
S1 113.77 113.77 114.08 113.58
S2 113.39 113.39 114.01
S3 112.60 112.98 113.93
S4 111.81 112.19 113.72
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% 45% False False 668,679
10 114.96 113.50 1.46 1.3% 0.72 0.6% 45% False False 659,022
20 114.96 112.29 2.67 2.3% 0.62 0.5% 70% False False 680,371
40 114.96 109.70 5.26 4.6% 0.73 0.6% 85% False False 796,404
60 114.96 109.65 5.31 4.7% 0.74 0.7% 85% False False 861,102
80 115.51 109.65 5.86 5.1% 0.71 0.6% 77% False False 673,984
100 116.33 109.65 6.68 5.9% 0.66 0.6% 67% False False 539,315
120 118.50 109.65 8.85 7.8% 0.61 0.5% 51% False False 449,465
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.95
2.618 116.66
1.618 115.87
1.000 115.38
0.618 115.08
HIGH 114.59
0.618 114.29
0.500 114.20
0.382 114.10
LOW 113.80
0.618 113.31
1.000 113.01
1.618 112.52
2.618 111.73
4.250 110.44
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 114.20 114.38
PP 114.18 114.30
S1 114.17 114.23

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

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