Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 112.52 112.60 0.08 0.1% 110.27
High 112.71 112.98 0.27 0.2% 112.51
Low 112.34 112.33 -0.01 0.0% 110.27
Close 112.63 112.57 -0.06 -0.1% 112.26
Range 0.37 0.65 0.28 75.7% 2.24
ATR 0.62 0.63 0.00 0.3% 0.00
Volume 344 2,519 2,175 632.3% 6,286
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 114.58 114.22 112.93
R3 113.93 113.57 112.75
R2 113.28 113.28 112.69
R1 112.92 112.92 112.63 112.78
PP 112.63 112.63 112.63 112.55
S1 112.27 112.27 112.51 112.13
S2 111.98 111.98 112.45
S3 111.33 111.62 112.39
S4 110.68 110.97 112.21
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 118.40 117.57 113.49
R3 116.16 115.33 112.88
R2 113.92 113.92 112.67
R1 113.09 113.09 112.47 113.51
PP 111.68 111.68 111.68 111.89
S1 110.85 110.85 112.05 111.27
S2 109.44 109.44 111.85
S3 107.20 108.61 111.64
S4 104.96 106.37 111.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.98 111.57 1.41 1.3% 0.53 0.5% 71% True False 1,341
10 112.98 109.87 3.11 2.8% 0.64 0.6% 87% True False 1,049
20 112.98 109.55 3.43 3.0% 0.60 0.5% 88% True False 1,055
40 112.98 109.40 3.58 3.2% 0.51 0.5% 89% True False 637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.74
2.618 114.68
1.618 114.03
1.000 113.63
0.618 113.38
HIGH 112.98
0.618 112.73
0.500 112.66
0.382 112.58
LOW 112.33
0.618 111.93
1.000 111.68
1.618 111.28
2.618 110.63
4.250 109.57
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 112.66 112.60
PP 112.63 112.59
S1 112.60 112.58

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

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