Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 111.82 112.57 0.75 0.7% 111.51
High 112.69 112.67 -0.02 0.0% 112.69
Low 111.82 112.37 0.55 0.5% 111.41
Close 112.39 112.52 0.13 0.1% 112.52
Range 0.87 0.30 -0.57 -65.5% 1.28
ATR 0.50 0.48 -0.01 -2.8% 0.00
Volume 1,062 5,782 4,720 444.4% 12,233
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 113.42 113.27 112.69
R3 113.12 112.97 112.60
R2 112.82 112.82 112.58
R1 112.67 112.67 112.55 112.60
PP 112.52 112.52 112.52 112.48
S1 112.37 112.37 112.49 112.30
S2 112.22 112.22 112.47
S3 111.92 112.07 112.44
S4 111.62 111.77 112.36
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 116.05 115.56 113.22
R3 114.77 114.28 112.87
R2 113.49 113.49 112.75
R1 113.00 113.00 112.64 113.25
PP 112.21 112.21 112.21 112.33
S1 111.72 111.72 112.40 111.97
S2 110.93 110.93 112.29
S3 109.65 110.44 112.17
S4 108.37 109.16 111.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.69 111.41 1.28 1.1% 0.43 0.4% 87% False False 2,446
10 112.69 110.05 2.64 2.3% 0.46 0.4% 94% False False 1,784
20 112.69 109.40 3.29 2.9% 0.47 0.4% 95% False False 1,795
40 112.69 109.30 3.39 3.0% 0.42 0.4% 95% False False 1,482
60 113.37 109.30 4.07 3.6% 0.29 0.3% 79% False False 1,130
80 114.52 109.30 5.22 4.6% 0.21 0.2% 62% False False 981
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.95
2.618 113.46
1.618 113.16
1.000 112.97
0.618 112.86
HIGH 112.67
0.618 112.56
0.500 112.52
0.382 112.48
LOW 112.37
0.618 112.18
1.000 112.07
1.618 111.88
2.618 111.58
4.250 111.10
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 112.52 112.41
PP 112.52 112.30
S1 112.52 112.19

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

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