Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 113.93 115.00 1.07 0.9% 113.87
High 114.97 115.57 0.60 0.5% 115.57
Low 113.64 114.77 1.13 1.0% 113.27
Close 114.71 115.38 0.67 0.6% 115.38
Range 1.33 0.80 -0.53 -39.8% 2.30
ATR 0.69 0.70 0.01 1.7% 0.00
Volume 924,965 1,293,864 368,899 39.9% 3,261,936
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 117.64 117.31 115.82
R3 116.84 116.51 115.60
R2 116.04 116.04 115.53
R1 115.71 115.71 115.45 115.88
PP 115.24 115.24 115.24 115.32
S1 114.91 114.91 115.31 115.08
S2 114.44 114.44 115.23
S3 113.64 114.11 115.16
S4 112.84 113.31 114.94
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 121.64 120.81 116.65
R3 119.34 118.51 116.01
R2 117.04 117.04 115.80
R1 116.21 116.21 115.59 116.63
PP 114.74 114.74 114.74 114.95
S1 113.91 113.91 115.17 114.33
S2 112.44 112.44 114.96
S3 110.14 111.61 114.75
S4 107.84 109.31 114.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.57 113.27 2.30 2.0% 0.85 0.7% 92% True False 652,387
10 115.57 113.27 2.30 2.0% 0.77 0.7% 92% True False 341,075
20 115.57 113.10 2.47 2.1% 0.64 0.6% 92% True False 172,637
40 115.57 109.55 6.02 5.2% 0.62 0.5% 97% True False 86,788
60 115.57 109.40 6.17 5.3% 0.57 0.5% 97% True False 58,000
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.97
2.618 117.66
1.618 116.86
1.000 116.37
0.618 116.06
HIGH 115.57
0.618 115.26
0.500 115.17
0.382 115.08
LOW 114.77
0.618 114.28
1.000 113.97
1.618 113.48
2.618 112.68
4.250 111.37
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 115.31 115.12
PP 115.24 114.86
S1 115.17 114.61

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

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