Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 111.94 111.81 -0.13 -0.1% 112.37
High 111.94 111.89 -0.05 0.0% 112.37
Low 111.94 111.67 -0.27 -0.2% 112.14
Close 111.95 111.74 -0.21 -0.2% 111.99
Range 0.00 0.22 0.22 0.23
ATR 0.14 0.15 0.01 6.9% 0.00
Volume 263 965 702 266.9% 2,266
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 112.43 112.30 111.86
R3 112.21 112.08 111.80
R2 111.99 111.99 111.78
R1 111.86 111.86 111.76 111.82
PP 111.77 111.77 111.77 111.74
S1 111.64 111.64 111.72 111.60
S2 111.55 111.55 111.70
S3 111.33 111.42 111.68
S4 111.11 111.20 111.62
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 112.86 112.65 112.12
R3 112.63 112.42 112.05
R2 112.40 112.40 112.03
R1 112.19 112.19 112.01 112.18
PP 112.17 112.17 112.17 112.16
S1 111.96 111.96 111.97 111.95
S2 111.94 111.94 111.95
S3 111.71 111.73 111.93
S4 111.48 111.50 111.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.14 111.67 0.47 0.4% 0.04 0.0% 15% False True 342
10 112.47 111.67 0.80 0.7% 0.03 0.0% 9% False True 395
20 113.37 111.67 1.70 1.5% 0.01 0.0% 4% False True 412
40 114.54 111.67 2.87 2.6% 0.01 0.0% 2% False True 475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 112.83
2.618 112.47
1.618 112.25
1.000 112.11
0.618 112.03
HIGH 111.89
0.618 111.81
0.500 111.78
0.382 111.75
LOW 111.67
0.618 111.53
1.000 111.45
1.618 111.31
2.618 111.09
4.250 110.74
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 111.78 111.81
PP 111.77 111.78
S1 111.75 111.76

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

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