Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 110.45 110.72 0.27 0.2% 110.17
High 110.73 111.62 0.89 0.8% 111.62
Low 110.40 110.72 0.32 0.3% 110.05
Close 110.70 111.53 0.83 0.7% 111.53
Range 0.33 0.90 0.57 172.7% 1.57
ATR 0.47 0.50 0.03 6.9% 0.00
Volume 882 1,637 755 85.6% 5,609
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 113.99 113.66 112.03
R3 113.09 112.76 111.78
R2 112.19 112.19 111.70
R1 111.86 111.86 111.61 112.03
PP 111.29 111.29 111.29 111.37
S1 110.96 110.96 111.45 111.13
S2 110.39 110.39 111.37
S3 109.49 110.06 111.28
S4 108.59 109.16 111.04
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 115.78 115.22 112.39
R3 114.21 113.65 111.96
R2 112.64 112.64 111.82
R1 112.08 112.08 111.67 112.36
PP 111.07 111.07 111.07 111.21
S1 110.51 110.51 111.39 110.79
S2 109.50 109.50 111.24
S3 107.93 108.94 111.10
S4 106.36 107.37 110.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.62 110.05 1.57 1.4% 0.49 0.4% 94% True False 1,121
10 111.62 109.40 2.22 2.0% 0.52 0.5% 96% True False 885
20 111.62 109.40 2.22 2.0% 0.43 0.4% 96% True False 1,247
40 112.14 109.30 2.84 2.5% 0.37 0.3% 79% False False 1,227
60 113.69 109.30 4.39 3.9% 0.25 0.2% 51% False False 944
80 115.04 109.30 5.74 5.1% 0.19 0.2% 39% False False 872
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 0.05
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 115.45
2.618 113.98
1.618 113.08
1.000 112.52
0.618 112.18
HIGH 111.62
0.618 111.28
0.500 111.17
0.382 111.06
LOW 110.72
0.618 110.16
1.000 109.82
1.618 109.26
2.618 108.36
4.250 106.90
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 111.41 111.35
PP 111.29 111.17
S1 111.17 111.00

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

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