Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary
Previous Current
25-Mar-2008 26-Mar-2008 Change Change % Previous Week
Open 117.25 116.61 -0.64 -0.5% 118.29
High 117.25 116.65 -0.60 -0.5% 118.50
Low 116.38 116.19 -0.19 -0.2% 117.56
Close 116.47 116.33 -0.14 -0.1% 117.68
Range 0.87 0.46 -0.41 -47.1% 0.94
ATR 0.48 0.47 0.00 -0.2% 0.00
Volume 67 278 211 314.9% 606
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 117.77 117.51 116.58
R3 117.31 117.05 116.46
R2 116.85 116.85 116.41
R1 116.59 116.59 116.37 116.49
PP 116.39 116.39 116.39 116.34
S1 116.13 116.13 116.29 116.03
S2 115.93 115.93 116.25
S3 115.47 115.67 116.20
S4 115.01 115.21 116.08
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 120.73 120.15 118.20
R3 119.79 119.21 117.94
R2 118.85 118.85 117.85
R1 118.27 118.27 117.77 118.09
PP 117.91 117.91 117.91 117.83
S1 117.33 117.33 117.59 117.15
S2 116.97 116.97 117.51
S3 116.03 116.39 117.42
S4 115.09 115.45 117.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.13 116.19 1.94 1.7% 0.43 0.4% 7% False True 146
10 118.50 116.19 2.31 2.0% 0.38 0.3% 6% False True 186
20 118.50 114.95 3.55 3.1% 0.26 0.2% 39% False False 228
40 118.50 114.95 3.55 3.1% 0.14 0.1% 39% False False 301
60 118.50 112.92 5.58 4.8% 0.09 0.1% 61% False False 330
Crabel Price Patterns
NR True
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 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.61
2.618 117.85
1.618 117.39
1.000 117.11
0.618 116.93
HIGH 116.65
0.618 116.47
0.500 116.42
0.382 116.37
LOW 116.19
0.618 115.91
1.000 115.73
1.618 115.45
2.618 114.99
4.250 114.24
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 116.42 116.94
PP 116.39 116.73
S1 116.36 116.53

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

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