Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 21-Jun-2007
Day Change Summary
Previous Current
20-Jun-2007 21-Jun-2007 Change Change % Previous Week
Open 110.21 109.71 -0.50 -0.5% 110.38
High 110.36 109.93 -0.43 -0.4% 110.65
Low 109.72 109.55 -0.17 -0.2% 109.30
Close 109.85 109.80 -0.05 0.0% 109.79
Range 0.64 0.38 -0.26 -40.6% 1.35
ATR 0.36 0.37 0.00 0.3% 0.00
Volume 363 282 -81 -22.3% 10,320
Daily Pivots for day following 21-Jun-2007
Classic Woodie Camarilla DeMark
R4 110.90 110.73 110.01
R3 110.52 110.35 109.90
R2 110.14 110.14 109.87
R1 109.97 109.97 109.83 110.06
PP 109.76 109.76 109.76 109.80
S1 109.59 109.59 109.77 109.68
S2 109.38 109.38 109.73
S3 109.00 109.21 109.70
S4 108.62 108.83 109.59
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 113.96 113.23 110.53
R3 112.61 111.88 110.16
R2 111.26 111.26 110.04
R1 110.53 110.53 109.91 110.22
PP 109.91 109.91 109.91 109.76
S1 109.18 109.18 109.67 108.87
S2 108.56 108.56 109.54
S3 107.21 107.83 109.42
S4 105.86 106.48 109.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.36 109.50 0.86 0.8% 0.42 0.4% 35% False False 184
10 110.65 109.30 1.35 1.2% 0.43 0.4% 37% False False 1,387
20 112.14 109.30 2.84 2.6% 0.30 0.3% 18% False False 1,215
40 113.69 109.30 4.39 4.0% 0.15 0.1% 11% False False 792
60 115.26 109.30 5.96 5.4% 0.10 0.1% 8% False False 770
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 0.09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.55
2.618 110.92
1.618 110.54
1.000 110.31
0.618 110.16
HIGH 109.93
0.618 109.78
0.500 109.74
0.382 109.70
LOW 109.55
0.618 109.32
1.000 109.17
1.618 108.94
2.618 108.56
4.250 107.94
Fisher Pivots for day following 21-Jun-2007
Pivot 1 day 3 day
R1 109.78 109.96
PP 109.76 109.90
S1 109.74 109.85

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

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