Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 117.31 116.04 -1.27 -1.1% 117.22
High 117.46 116.94 -0.52 -0.4% 117.53
Low 115.88 115.96 0.08 0.1% 115.88
Close 115.93 116.57 0.64 0.6% 115.93
Range 1.58 0.98 -0.60 -38.0% 1.65
ATR 1.14 1.13 -0.01 -0.8% 0.00
Volume 866,651 492,745 -373,906 -43.1% 3,437,909
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 119.43 118.98 117.11
R3 118.45 118.00 116.84
R2 117.47 117.47 116.75
R1 117.02 117.02 116.66 117.25
PP 116.49 116.49 116.49 116.60
S1 116.04 116.04 116.48 116.27
S2 115.51 115.51 116.39
S3 114.53 115.06 116.30
S4 113.55 114.08 116.03
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 121.40 120.31 116.84
R3 119.75 118.66 116.38
R2 118.10 118.10 116.23
R1 117.01 117.01 116.08 116.73
PP 116.45 116.45 116.45 116.31
S1 115.36 115.36 115.78 115.08
S2 114.80 114.80 115.63
S3 113.15 113.71 115.48
S4 111.50 112.06 115.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.53 115.88 1.65 1.4% 1.09 0.9% 42% False False 677,494
10 117.72 114.25 3.47 3.0% 0.96 0.8% 67% False False 575,275
20 117.82 113.67 4.15 3.6% 1.07 0.9% 70% False False 287,637
40 117.82 112.91 4.91 4.2% 0.98 0.8% 75% False False 502,628
60 117.82 112.91 4.91 4.2% 0.88 0.8% 75% False False 408,300
80 117.82 109.55 8.27 7.1% 0.80 0.7% 85% False False 306,458
100 117.82 109.40 8.42 7.2% 0.74 0.6% 85% False False 245,259
120 117.82 109.40 8.42 7.2% 0.65 0.6% 85% False False 204,419
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121.11
2.618 119.51
1.618 118.53
1.000 117.92
0.618 117.55
HIGH 116.94
0.618 116.57
0.500 116.45
0.382 116.33
LOW 115.96
0.618 115.35
1.000 114.98
1.618 114.37
2.618 113.39
4.250 111.80
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 116.53 116.67
PP 116.49 116.64
S1 116.45 116.60

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

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