Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 27-Mar-2008
Day Change Summary
Previous Current
26-Mar-2008 27-Mar-2008 Change Change % Previous Week
Open 116.24 116.04 -0.20 -0.2% 118.24
High 116.47 116.06 -0.41 -0.4% 118.48
Low 115.92 115.58 -0.34 -0.3% 117.26
Close 116.04 115.77 -0.27 -0.2% 117.55
Range 0.55 0.48 -0.07 -12.7% 1.22
ATR 0.74 0.72 -0.02 -2.5% 0.00
Volume 1,159,238 1,088,806 -70,432 -6.1% 3,441,114
Daily Pivots for day following 27-Mar-2008
Classic Woodie Camarilla DeMark
R4 117.24 116.99 116.03
R3 116.76 116.51 115.90
R2 116.28 116.28 115.86
R1 116.03 116.03 115.81 115.92
PP 115.80 115.80 115.80 115.75
S1 115.55 115.55 115.73 115.44
S2 115.32 115.32 115.68
S3 114.84 115.07 115.64
S4 114.36 114.59 115.51
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 121.42 120.71 118.22
R3 120.20 119.49 117.89
R2 118.98 118.98 117.77
R1 118.27 118.27 117.66 118.02
PP 117.76 117.76 117.76 117.64
S1 117.05 117.05 117.44 116.80
S2 116.54 116.54 117.33
S3 115.32 115.83 117.21
S4 114.10 114.61 116.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.06 115.58 2.48 2.1% 0.66 0.6% 8% False True 1,112,888
10 118.48 115.58 2.90 2.5% 0.62 0.5% 7% False True 942,363
20 118.48 114.69 3.79 3.3% 0.67 0.6% 28% False False 918,214
40 118.48 114.69 3.79 3.3% 0.64 0.6% 28% False False 463,236
60 118.48 112.51 5.97 5.2% 0.62 0.5% 55% False False 308,982
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118.10
2.618 117.32
1.618 116.84
1.000 116.54
0.618 116.36
HIGH 116.06
0.618 115.88
0.500 115.82
0.382 115.76
LOW 115.58
0.618 115.28
1.000 115.10
1.618 114.80
2.618 114.32
4.250 113.54
Fisher Pivots for day following 27-Mar-2008
Pivot 1 day 3 day
R1 115.82 116.30
PP 115.80 116.12
S1 115.79 115.95

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

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