Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
21-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 116.44 117.04 0.60 0.5% 115.43
High 116.96 118.08 1.12 1.0% 116.55
Low 116.39 116.03 -0.36 -0.3% 115.40
Close 116.86 116.07 -0.79 -0.7% 116.31
Range 0.57 2.05 1.48 259.6% 1.15
ATR 0.61 0.71 0.10 17.0% 0.00
Volume 925,575 2,444,971 1,519,396 164.2% 6,879,153
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 122.88 121.52 117.20
R3 120.83 119.47 116.63
R2 118.78 118.78 116.45
R1 117.42 117.42 116.26 117.08
PP 116.73 116.73 116.73 116.55
S1 115.37 115.37 115.88 115.03
S2 114.68 114.68 115.69
S3 112.63 113.32 115.51
S4 110.58 111.27 114.94
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 119.54 119.07 116.94
R3 118.39 117.92 116.63
R2 117.24 117.24 116.52
R1 116.77 116.77 116.42 117.01
PP 116.09 116.09 116.09 116.20
S1 115.62 115.62 116.20 115.86
S2 114.94 114.94 116.10
S3 113.79 114.47 115.99
S4 112.64 113.32 115.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.08 115.75 2.33 2.0% 0.88 0.8% 14% True False 1,567,549
10 118.08 114.82 3.26 2.8% 0.69 0.6% 38% True False 1,393,751
20 118.08 112.60 5.48 4.7% 0.65 0.6% 63% True False 1,036,589
40 118.08 112.60 5.48 4.7% 0.66 0.6% 63% True False 815,995
60 118.08 112.60 5.48 4.7% 0.59 0.5% 63% True False 545,215
80 118.08 112.00 6.08 5.2% 0.54 0.5% 67% True False 409,083
100 118.08 112.00 6.08 5.2% 0.49 0.4% 67% True False 327,311
120 118.08 111.88 6.20 5.3% 0.41 0.4% 68% True False 272,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 159 trading days
Fibonacci Retracements and Extensions
4.250 126.79
2.618 123.45
1.618 121.40
1.000 120.13
0.618 119.35
HIGH 118.08
0.618 117.30
0.500 117.06
0.382 116.81
LOW 116.03
0.618 114.76
1.000 113.98
1.618 112.71
2.618 110.66
4.250 107.32
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 117.06 117.06
PP 116.73 116.73
S1 116.40 116.40

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

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