Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 110.97 110.61 -0.36 -0.3% 111.98
High 111.07 111.00 -0.07 -0.1% 111.98
Low 110.60 110.31 -0.29 -0.3% 110.99
Close 110.89 110.59 -0.30 -0.3% 111.60
Range 0.47 0.69 0.22 46.8% 0.99
ATR 0.47 0.49 0.02 3.3% 0.00
Volume 227 284 57 25.1% 127
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 112.70 112.34 110.97
R3 112.01 111.65 110.78
R2 111.32 111.32 110.72
R1 110.96 110.96 110.65 110.80
PP 110.63 110.63 110.63 110.55
S1 110.27 110.27 110.53 110.11
S2 109.94 109.94 110.46
S3 109.25 109.58 110.40
S4 108.56 108.89 110.21
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 114.49 114.04 112.14
R3 113.50 113.05 111.87
R2 112.51 112.51 111.78
R1 112.06 112.06 111.69 111.79
PP 111.52 111.52 111.52 111.39
S1 111.07 111.07 111.51 110.80
S2 110.53 110.53 111.42
S3 109.54 110.08 111.33
S4 108.55 109.09 111.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.98 110.31 2.67 2.4% 0.79 0.7% 10% False True 130
10 112.98 110.31 2.67 2.4% 0.40 0.4% 10% False True 213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.93
2.618 112.81
1.618 112.12
1.000 111.69
0.618 111.43
HIGH 111.00
0.618 110.74
0.500 110.66
0.382 110.57
LOW 110.31
0.618 109.88
1.000 109.62
1.618 109.19
2.618 108.50
4.250 107.38
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 110.66 111.65
PP 110.63 111.29
S1 110.61 110.94

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

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