Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 113.34 113.31 -0.03 0.0% 112.62
High 113.49 113.35 -0.14 -0.1% 113.49
Low 113.16 113.10 -0.06 -0.1% 112.21
Close 113.30 113.18 -0.12 -0.1% 113.30
Range 0.33 0.25 -0.08 -24.2% 1.28
ATR 0.62 0.59 -0.03 -4.2% 0.00
Volume 610 647 37 6.1% 4,797
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 113.96 113.82 113.32
R3 113.71 113.57 113.25
R2 113.46 113.46 113.23
R1 113.32 113.32 113.20 113.27
PP 113.21 113.21 113.21 113.18
S1 113.07 113.07 113.16 113.02
S2 112.96 112.96 113.13
S3 112.71 112.82 113.11
S4 112.46 112.57 113.04
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 116.84 116.35 114.00
R3 115.56 115.07 113.65
R2 114.28 114.28 113.53
R1 113.79 113.79 113.42 114.04
PP 113.00 113.00 113.00 113.12
S1 112.51 112.51 113.18 112.76
S2 111.72 111.72 113.07
S3 110.44 111.23 112.95
S4 109.16 109.95 112.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.49 112.33 1.16 1.0% 0.48 0.4% 73% False False 1,074
10 113.49 110.81 2.68 2.4% 0.54 0.5% 88% False False 1,150
20 113.49 109.55 3.94 3.5% 0.57 0.5% 92% False False 932
40 113.49 109.40 4.09 3.6% 0.54 0.5% 92% False False 696
60 113.49 109.40 4.09 3.6% 0.43 0.4% 92% False False 538
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 114.41
2.618 114.00
1.618 113.75
1.000 113.60
0.618 113.50
HIGH 113.35
0.618 113.25
0.500 113.23
0.382 113.20
LOW 113.10
0.618 112.95
1.000 112.85
1.618 112.70
2.618 112.45
4.250 112.04
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 113.23 113.12
PP 113.21 113.05
S1 113.20 112.99

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

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