Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 113.55 113.69 0.14 0.1% 113.31
High 113.77 114.18 0.41 0.4% 114.18
Low 113.41 113.69 0.28 0.2% 113.10
Close 113.66 113.90 0.24 0.2% 113.90
Range 0.36 0.49 0.13 36.1% 1.08
ATR 0.56 0.55 0.00 -0.5% 0.00
Volume 540 198 -342 -63.3% 4,310
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 115.39 115.14 114.17
R3 114.90 114.65 114.03
R2 114.41 114.41 113.99
R1 114.16 114.16 113.94 114.29
PP 113.92 113.92 113.92 113.99
S1 113.67 113.67 113.86 113.80
S2 113.43 113.43 113.81
S3 112.94 113.18 113.77
S4 112.45 112.69 113.63
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 116.97 116.51 114.49
R3 115.89 115.43 114.20
R2 114.81 114.81 114.10
R1 114.35 114.35 114.00 114.58
PP 113.73 113.73 113.73 113.84
S1 113.27 113.27 113.80 113.50
S2 112.65 112.65 113.70
S3 111.57 112.19 113.60
S4 110.49 111.11 113.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.18 113.10 1.08 0.9% 0.36 0.3% 74% True False 862
10 114.18 112.21 1.97 1.7% 0.44 0.4% 86% True False 910
20 114.18 109.55 4.63 4.1% 0.53 0.5% 94% True False 877
40 114.18 109.55 4.63 4.1% 0.54 0.5% 94% True False 739
60 114.18 109.40 4.78 4.2% 0.46 0.4% 94% True False 576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116.26
2.618 115.46
1.618 114.97
1.000 114.67
0.618 114.48
HIGH 114.18
0.618 113.99
0.500 113.94
0.382 113.88
LOW 113.69
0.618 113.39
1.000 113.20
1.618 112.90
2.618 112.41
4.250 111.61
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 113.94 113.87
PP 113.92 113.83
S1 113.91 113.80

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.