Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 112.14 112.15 0.01 0.0% 112.50
High 112.25 112.67 0.42 0.4% 112.96
Low 112.03 112.15 0.12 0.1% 112.03
Close 112.17 112.58 0.41 0.4% 112.58
Range 0.22 0.52 0.30 136.4% 0.93
ATR 0.49 0.49 0.00 0.5% 0.00
Volume 1,163 257 -906 -77.9% 13,970
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 114.03 113.82 112.87
R3 113.51 113.30 112.72
R2 112.99 112.99 112.68
R1 112.78 112.78 112.63 112.89
PP 112.47 112.47 112.47 112.52
S1 112.26 112.26 112.53 112.37
S2 111.95 111.95 112.48
S3 111.43 111.74 112.44
S4 110.91 111.22 112.29
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 115.31 114.88 113.09
R3 114.38 113.95 112.84
R2 113.45 113.45 112.75
R1 113.02 113.02 112.67 113.24
PP 112.52 112.52 112.52 112.63
S1 112.09 112.09 112.49 112.31
S2 111.59 111.59 112.41
S3 110.66 111.16 112.32
S4 109.73 110.23 112.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.96 112.03 0.93 0.8% 0.47 0.4% 59% False False 2,794
10 112.96 111.41 1.55 1.4% 0.45 0.4% 75% False False 2,620
20 112.96 109.40 3.56 3.2% 0.48 0.4% 89% False False 1,752
40 112.96 109.30 3.66 3.3% 0.43 0.4% 90% False False 1,561
60 113.29 109.30 3.99 3.5% 0.33 0.3% 82% False False 1,307
80 113.69 109.30 4.39 3.9% 0.24 0.2% 75% False False 1,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.88
2.618 114.03
1.618 113.51
1.000 113.19
0.618 112.99
HIGH 112.67
0.618 112.47
0.500 112.41
0.382 112.35
LOW 112.15
0.618 111.83
1.000 111.63
1.618 111.31
2.618 110.79
4.250 109.94
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 112.52 112.55
PP 112.47 112.52
S1 112.41 112.50

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

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