Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 18-May-2007
Day Change Summary
Previous Current
17-May-2007 18-May-2007 Change Change % Previous Week
Open 112.47 112.44 -0.03 0.0% 112.81
High 112.47 112.44 -0.03 0.0% 112.81
Low 112.47 112.44 -0.03 0.0% 112.44
Close 112.47 112.56 0.09 0.1% 112.56
Range
ATR 0.18 0.17 -0.01 -6.0% 0.00
Volume 250 107 -143 -57.2% 619
Daily Pivots for day following 18-May-2007
Classic Woodie Camarilla DeMark
R4 112.48 112.52 112.56
R3 112.48 112.52 112.56
R2 112.48 112.48 112.56
R1 112.52 112.52 112.56 112.50
PP 112.48 112.48 112.48 112.47
S1 112.52 112.52 112.56 112.50
S2 112.48 112.48 112.56
S3 112.48 112.52 112.56
S4 112.48 112.52 112.56
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 113.71 113.51 112.76
R3 113.34 113.14 112.66
R2 112.97 112.97 112.63
R1 112.77 112.77 112.59 112.69
PP 112.60 112.60 112.60 112.56
S1 112.40 112.40 112.53 112.32
S2 112.23 112.23 112.49
S3 111.86 112.03 112.46
S4 111.49 111.66 112.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.81 112.44 0.37 0.3% 0.00 0.0% 32% False True 123
10 113.37 112.44 0.93 0.8% 0.00 0.0% 13% False True 423
20 113.69 112.44 1.25 1.1% 0.00 0.0% 10% False True 317
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 112.44
2.618 112.44
1.618 112.44
1.000 112.44
0.618 112.44
HIGH 112.44
0.618 112.44
0.500 112.44
0.382 112.44
LOW 112.44
0.618 112.44
1.000 112.44
1.618 112.44
2.618 112.44
4.250 112.44
Fisher Pivots for day following 18-May-2007
Pivot 1 day 3 day
R1 112.52 112.55
PP 112.48 112.54
S1 112.44 112.53

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

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