Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 112.45 112.45 0.00 0.0% 112.68
High 112.67 112.67 0.00 0.0% 113.01
Low 111.57 111.57 0.00 0.0% 111.49
Close 111.61 111.61 0.00 0.0% 111.92
Range 1.10 1.10 0.00 0.0% 1.52
ATR 0.71 0.73 0.03 4.0% 0.00
Volume 1,948,932 0 -1,948,932 -100.0% 3,995,430
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 115.25 114.53 112.22
R3 114.15 113.43 111.91
R2 113.05 113.05 111.81
R1 112.33 112.33 111.71 112.14
PP 111.95 111.95 111.95 111.86
S1 111.23 111.23 111.51 111.04
S2 110.85 110.85 111.41
S3 109.75 110.13 111.31
S4 108.65 109.03 111.01
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 116.70 115.83 112.76
R3 115.18 114.31 112.34
R2 113.66 113.66 112.20
R1 112.79 112.79 112.06 112.47
PP 112.14 112.14 112.14 111.98
S1 111.27 111.27 111.78 110.95
S2 110.62 110.62 111.64
S3 109.10 109.75 111.50
S4 107.58 108.23 111.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.67 111.49 1.18 1.1% 0.84 0.8% 10% True False 1,066,073
10 113.71 111.49 2.22 2.0% 0.72 0.6% 5% False False 988,492
20 115.29 111.49 3.80 3.4% 0.70 0.6% 3% False False 980,830
40 116.13 111.49 4.64 4.2% 0.67 0.6% 3% False False 960,977
60 118.48 111.49 6.99 6.3% 0.65 0.6% 2% False False 959,053
80 118.48 111.49 6.99 6.3% 0.65 0.6% 2% False False 782,489
100 118.48 111.49 6.99 6.3% 0.64 0.6% 2% False False 626,225
120 118.48 111.49 6.99 6.3% 0.62 0.6% 2% False False 521,895
Crabel Price Patterns
NR False
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 0.12
Fibonacci Retracements and Extensions
4.250 117.35
2.618 115.55
1.618 114.45
1.000 113.77
0.618 113.35
HIGH 112.67
0.618 112.25
0.500 112.12
0.382 111.99
LOW 111.57
0.618 110.89
1.000 110.47
1.618 109.79
2.618 108.69
4.250 106.90
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 112.12 112.12
PP 111.95 111.95
S1 111.78 111.78

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

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