Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 111.37 112.00 0.63 0.6% 111.87
High 112.21 113.29 1.08 1.0% 112.83
Low 111.34 111.20 -0.14 -0.1% 111.25
Close 111.93 111.33 -0.60 -0.5% 111.93
Range 0.87 2.09 1.22 140.2% 1.58
ATR 0.68 0.78 0.10 14.8% 0.00
Volume 1,049,211 1,694,449 645,238 61.5% 4,400,486
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 118.21 116.86 112.48
R3 116.12 114.77 111.90
R2 114.03 114.03 111.71
R1 112.68 112.68 111.52 112.31
PP 111.94 111.94 111.94 111.76
S1 110.59 110.59 111.14 110.22
S2 109.85 109.85 110.95
S3 107.76 108.50 110.76
S4 105.67 106.41 110.18
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 116.74 115.92 112.80
R3 115.16 114.34 112.36
R2 113.58 113.58 112.22
R1 112.76 112.76 112.07 113.17
PP 112.00 112.00 112.00 112.21
S1 111.18 111.18 111.79 111.59
S2 110.42 110.42 111.64
S3 108.84 109.60 111.50
S4 107.26 108.02 111.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.29 111.20 2.09 1.9% 1.06 1.0% 6% True True 1,170,521
10 113.29 111.20 2.09 1.9% 0.81 0.7% 6% True True 629,994
20 115.43 111.20 4.23 3.8% 0.70 0.6% 3% False True 317,294
40 116.33 111.20 5.13 4.6% 0.59 0.5% 3% False True 159,125
60 118.50 111.20 7.30 6.6% 0.52 0.5% 2% False True 106,139
80 118.50 111.20 7.30 6.6% 0.42 0.4% 2% False True 79,687
100 118.50 111.20 7.30 6.6% 0.34 0.3% 2% False True 63,831
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 0.17
Widest range in 119 trading days
Fibonacci Retracements and Extensions
4.250 122.17
2.618 118.76
1.618 116.67
1.000 115.38
0.618 114.58
HIGH 113.29
0.618 112.49
0.500 112.25
0.382 112.00
LOW 111.20
0.618 109.91
1.000 109.11
1.618 107.82
2.618 105.73
4.250 102.32
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 112.25 112.25
PP 111.94 111.94
S1 111.64 111.64

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

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