Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 07-Jun-2007
Day Change Summary
Previous Current
06-Jun-2007 07-Jun-2007 Change Change % Previous Week
Open 111.11 111.08 -0.03 0.0% 111.84
High 111.42 111.08 -0.34 -0.3% 111.94
Low 111.02 110.51 -0.51 -0.5% 111.32
Close 111.43 110.64 -0.79 -0.7% 111.37
Range 0.40 0.57 0.17 42.5% 0.62
ATR 0.20 0.25 0.05 26.0% 0.00
Volume 3,563 1,934 -1,629 -45.7% 1,898
Daily Pivots for day following 07-Jun-2007
Classic Woodie Camarilla DeMark
R4 112.45 112.12 110.95
R3 111.88 111.55 110.80
R2 111.31 111.31 110.74
R1 110.98 110.98 110.69 110.86
PP 110.74 110.74 110.74 110.69
S1 110.41 110.41 110.59 110.29
S2 110.17 110.17 110.54
S3 109.60 109.84 110.48
S4 109.03 109.27 110.33
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 113.40 113.01 111.71
R3 112.78 112.39 111.54
R2 112.16 112.16 111.48
R1 111.77 111.77 111.43 111.66
PP 111.54 111.54 111.54 111.49
S1 111.15 111.15 111.31 111.04
S2 110.92 110.92 111.26
S3 110.30 110.53 111.20
S4 109.68 109.91 111.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.52 110.51 1.01 0.9% 0.30 0.3% 13% False True 1,741
10 112.14 110.51 1.63 1.5% 0.17 0.2% 8% False True 1,042
20 113.29 110.51 2.78 2.5% 0.09 0.1% 5% False True 720
40 113.90 110.51 3.39 3.1% 0.04 0.0% 4% False True 646
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 0.00
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 113.50
2.618 112.57
1.618 112.00
1.000 111.65
0.618 111.43
HIGH 111.08
0.618 110.86
0.500 110.80
0.382 110.73
LOW 110.51
0.618 110.16
1.000 109.94
1.618 109.59
2.618 109.02
4.250 108.09
Fisher Pivots for day following 07-Jun-2007
Pivot 1 day 3 day
R1 110.80 110.97
PP 110.74 110.86
S1 110.69 110.75

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

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