Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 111.53 111.74 0.21 0.2% 110.17
High 111.82 111.94 0.12 0.1% 111.62
Low 111.49 111.69 0.20 0.2% 110.05
Close 111.62 111.85 0.23 0.2% 111.53
Range 0.33 0.25 -0.08 -24.2% 1.57
ATR 0.48 0.47 -0.01 -2.4% 0.00
Volume 1,547 856 -691 -44.7% 5,609
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 112.58 112.46 111.99
R3 112.33 112.21 111.92
R2 112.08 112.08 111.90
R1 111.96 111.96 111.87 112.02
PP 111.83 111.83 111.83 111.86
S1 111.71 111.71 111.83 111.77
S2 111.58 111.58 111.80
S3 111.33 111.46 111.78
S4 111.08 111.21 111.71
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
5 111.94 110.40 1.54 1.4% 0.44 0.4% 94% True False 1,581
10 111.94 109.73 2.21 2.0% 0.46 0.4% 96% True False 1,171
20 111.94 109.40 2.54 2.3% 0.45 0.4% 96% True False 1,494
40 111.94 109.30 2.64 2.4% 0.40 0.4% 97% True False 1,349
60 113.37 109.30 4.07 3.6% 0.27 0.2% 63% False False 1,024
80 114.56 109.30 5.26 4.7% 0.20 0.2% 48% False False 906
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.05
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 113.00
2.618 112.59
1.618 112.34
1.000 112.19
0.618 112.09
HIGH 111.94
0.618 111.84
0.500 111.82
0.382 111.79
LOW 111.69
0.618 111.54
1.000 111.44
1.618 111.29
2.618 111.04
4.250 110.63
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 111.84 111.79
PP 111.83 111.73
S1 111.82 111.68

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

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