Euro Bund Future June 2008


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 112.45 112.05 -0.40 -0.4% 112.68
High 112.67 112.33 -0.34 -0.3% 113.01
Low 111.57 111.86 0.29 0.3% 111.49
Close 111.61 112.05 0.44 0.4% 111.92
Range 1.10 0.47 -0.63 -57.3% 1.52
ATR 0.73 0.73 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 113.49 113.24 112.31
R3 113.02 112.77 112.18
R2 112.55 112.55 112.14
R1 112.30 112.30 112.09 112.29
PP 112.08 112.08 112.08 112.07
S1 111.83 111.83 112.01 111.82
S2 111.61 111.61 111.96
S3 111.14 111.36 111.92
S4 110.67 110.89 111.79
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
5 112.67 111.57 1.10 1.0% 0.78 0.7% 44% False False 814,836
10 113.29 111.49 1.80 1.6% 0.68 0.6% 31% False False 879,480
20 115.29 111.49 3.80 3.4% 0.71 0.6% 15% False False 940,936
40 116.13 111.49 4.64 4.1% 0.67 0.6% 12% False False 942,187
60 118.48 111.49 6.99 6.2% 0.64 0.6% 8% False False 933,732
80 118.48 111.49 6.99 6.2% 0.64 0.6% 8% False False 782,459
100 118.48 111.49 6.99 6.2% 0.64 0.6% 8% False False 626,220
120 118.48 111.49 6.99 6.2% 0.61 0.5% 8% False False 521,891
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114.33
2.618 113.56
1.618 113.09
1.000 112.80
0.618 112.62
HIGH 112.33
0.618 112.15
0.500 112.10
0.382 112.04
LOW 111.86
0.618 111.57
1.000 111.39
1.618 111.10
2.618 110.63
4.250 109.86
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 112.10 112.12
PP 112.08 112.10
S1 112.07 112.07

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

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