Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 110.34 110.17 -0.17 -0.2% 110.36
High 110.47 110.84 0.37 0.3% 111.18
Low 110.29 110.17 -0.12 -0.1% 110.01
Close 110.29 110.10 -0.19 -0.2% 111.07
Range 0.18 0.67 0.49 272.2% 1.17
ATR 0.49 0.50 0.01 2.7% 0.00
Volume 370 107 -263 -71.1% 539
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 112.38 111.91 110.47
R3 111.71 111.24 110.28
R2 111.04 111.04 110.22
R1 110.57 110.57 110.16 110.47
PP 110.37 110.37 110.37 110.32
S1 109.90 109.90 110.04 109.80
S2 109.70 109.70 109.98
S3 109.03 109.23 109.92
S4 108.36 108.56 109.73
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 114.26 113.84 111.71
R3 113.09 112.67 111.39
R2 111.92 111.92 111.28
R1 111.50 111.50 111.18 111.71
PP 110.75 110.75 110.75 110.86
S1 110.33 110.33 110.96 110.54
S2 109.58 109.58 110.86
S3 108.41 109.16 110.75
S4 107.24 107.99 110.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.18 110.01 1.17 1.1% 0.49 0.4% 8% False False 188
10 111.18 109.40 1.78 1.6% 0.38 0.3% 39% False False 294
20 112.98 109.40 3.58 3.3% 0.42 0.4% 20% False False 186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.69
2.618 112.59
1.618 111.92
1.000 111.51
0.618 111.25
HIGH 110.84
0.618 110.58
0.500 110.51
0.382 110.43
LOW 110.17
0.618 109.76
1.000 109.50
1.618 109.09
2.618 108.42
4.250 107.32
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 110.51 110.68
PP 110.37 110.48
S1 110.24 110.29

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

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