Euro Bund Future September 2008


Trading Metrics calculated at close of trading on 01-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 01-Sep-2008 Change Change % Previous Week
Open 114.42 114.17 -0.25 -0.2% 114.10
High 114.54 114.64 0.10 0.1% 114.96
Low 113.90 114.11 0.21 0.2% 113.50
Close 114.16 114.52 0.36 0.3% 114.16
Range 0.64 0.53 -0.11 -17.2% 1.46
ATR 0.74 0.72 -0.01 -2.0% 0.00
Volume 810,665 420,340 -390,325 -48.1% 3,399,233
Daily Pivots for day following 01-Sep-2008
Classic Woodie Camarilla DeMark
R4 116.01 115.80 114.81
R3 115.48 115.27 114.67
R2 114.95 114.95 114.62
R1 114.74 114.74 114.57 114.85
PP 114.42 114.42 114.42 114.48
S1 114.21 114.21 114.47 114.32
S2 113.89 113.89 114.42
S3 113.36 113.68 114.37
S4 112.83 113.15 114.23
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 118.59 117.83 114.96
R3 117.13 116.37 114.56
R2 115.67 115.67 114.43
R1 114.91 114.91 114.29 115.29
PP 114.21 114.21 114.21 114.40
S1 113.45 113.45 114.03 113.83
S2 112.75 112.75 113.89
S3 111.29 111.99 113.76
S4 109.83 110.53 113.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.96 113.80 1.16 1.0% 0.68 0.6% 62% False False 763,914
10 114.96 113.50 1.46 1.3% 0.75 0.7% 70% False False 693,786
20 114.96 112.55 2.41 2.1% 0.63 0.5% 82% False False 664,836
40 114.96 109.70 5.26 4.6% 0.70 0.6% 92% False False 777,249
60 114.96 109.65 5.31 4.6% 0.73 0.6% 92% False False 841,528
80 115.43 109.65 5.78 5.0% 0.70 0.6% 84% False False 689,305
100 116.33 109.65 6.68 5.8% 0.66 0.6% 73% False False 551,623
120 118.50 109.65 8.85 7.7% 0.62 0.5% 55% False False 459,714
Crabel Price Patterns
NR True
NR4 True
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 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.89
2.618 116.03
1.618 115.50
1.000 115.17
0.618 114.97
HIGH 114.64
0.618 114.44
0.500 114.38
0.382 114.31
LOW 114.11
0.618 113.78
1.000 113.58
1.618 113.25
2.618 112.72
4.250 111.86
Fisher Pivots for day following 01-Sep-2008
Pivot 1 day 3 day
R1 114.47 114.42
PP 114.42 114.32
S1 114.38 114.22

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

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