Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 109.95 110.17 0.22 0.2% 112.98
High 110.03 110.33 0.30 0.3% 112.98
Low 109.95 109.40 -0.55 -0.5% 109.65
Close 109.98 109.52 -0.46 -0.4% 109.60
Range 0.08 0.93 0.85 1,062.5% 3.33
ATR 0.43 0.47 0.04 8.2% 0.00
Volume 1,772 121 -1,651 -93.2% 701
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 112.54 111.96 110.03
R3 111.61 111.03 109.78
R2 110.68 110.68 109.69
R1 110.10 110.10 109.61 109.93
PP 109.75 109.75 109.75 109.66
S1 109.17 109.17 109.43 109.00
S2 108.82 108.82 109.35
S3 107.89 108.24 109.26
S4 106.96 107.31 109.01
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 120.73 118.50 111.43
R3 117.40 115.17 110.52
R2 114.07 114.07 110.21
R1 111.84 111.84 109.91 111.29
PP 110.74 110.74 110.74 110.47
S1 108.51 108.51 109.29 107.96
S2 107.41 107.41 108.99
S3 104.08 105.18 108.68
S4 100.75 101.85 107.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.33 109.40 0.93 0.8% 0.29 0.3% 13% True True 390
10 112.98 109.40 3.58 3.3% 0.50 0.5% 3% False True 265
20 112.98 109.40 3.58 3.3% 0.28 0.3% 3% False True 276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 114.28
2.618 112.76
1.618 111.83
1.000 111.26
0.618 110.90
HIGH 110.33
0.618 109.97
0.500 109.87
0.382 109.76
LOW 109.40
0.618 108.83
1.000 108.47
1.618 107.90
2.618 106.97
4.250 105.45
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 109.87 109.87
PP 109.75 109.75
S1 109.64 109.64

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

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