Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
01-Sep-2008 02-Sep-2008 Change Change % Previous Week
Open 114.17 114.54 0.37 0.3% 114.10
High 114.64 114.57 -0.07 -0.1% 114.96
Low 114.11 113.56 -0.55 -0.5% 113.50
Close 114.52 114.21 -0.31 -0.3% 114.16
Range 0.53 1.01 0.48 90.6% 1.46
ATR 0.72 0.74 0.02 2.9% 0.00
Volume 420,340 1,378,439 958,099 227.9% 3,399,233
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 117.14 116.69 114.77
R3 116.13 115.68 114.49
R2 115.12 115.12 114.40
R1 114.67 114.67 114.30 114.39
PP 114.11 114.11 114.11 113.98
S1 113.66 113.66 114.12 113.38
S2 113.10 113.10 114.02
S3 112.09 112.65 113.93
S4 111.08 111.64 113.65
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 118.59 117.83 114.96
R3 117.13 116.37 114.56
R2 115.67 115.67 114.43
R1 114.91 114.91 114.29 115.29
PP 114.21 114.21 114.21 114.40
S1 113.45 113.45 114.03 113.83
S2 112.75 112.75 113.89
S3 111.29 111.99 113.76
S4 109.83 110.53 113.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.87 113.56 1.31 1.1% 0.78 0.7% 50% False True 890,679
10 114.96 113.50 1.46 1.3% 0.77 0.7% 49% False False 755,864
20 114.96 112.55 2.41 2.1% 0.66 0.6% 69% False False 703,469
40 114.96 109.70 5.26 4.6% 0.71 0.6% 86% False False 787,763
60 114.96 109.65 5.31 4.6% 0.72 0.6% 86% False False 836,261
80 115.43 109.65 5.78 5.1% 0.71 0.6% 79% False False 706,519
100 116.33 109.65 6.68 5.8% 0.67 0.6% 68% False False 565,407
120 118.50 109.65 8.85 7.7% 0.62 0.5% 52% False False 471,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 118.86
2.618 117.21
1.618 116.20
1.000 115.58
0.618 115.19
HIGH 114.57
0.618 114.18
0.500 114.07
0.382 113.95
LOW 113.56
0.618 112.94
1.000 112.55
1.618 111.93
2.618 110.92
4.250 109.27
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 114.16 114.17
PP 114.11 114.14
S1 114.07 114.10

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

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