Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 112.15 112.81 0.66 0.6% 112.50
High 112.67 112.82 0.15 0.1% 112.96
Low 112.15 112.37 0.22 0.2% 112.03
Close 112.58 112.58 0.00 0.0% 112.58
Range 0.52 0.45 -0.07 -13.5% 0.93
ATR 0.49 0.49 0.00 -0.6% 0.00
Volume 257 2,692 2,435 947.5% 13,970
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 113.94 113.71 112.83
R3 113.49 113.26 112.70
R2 113.04 113.04 112.66
R1 112.81 112.81 112.62 112.70
PP 112.59 112.59 112.59 112.54
S1 112.36 112.36 112.54 112.25
S2 112.14 112.14 112.50
S3 111.69 111.91 112.46
S4 111.24 111.46 112.33
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 2,906
10 112.96 111.49 1.47 1.3% 0.46 0.4% 74% False False 2,590
20 112.96 109.61 3.35 3.0% 0.49 0.4% 89% False False 1,875
40 112.96 109.30 3.66 3.3% 0.44 0.4% 90% False False 1,584
60 112.96 109.30 3.66 3.3% 0.33 0.3% 90% False False 1,345
80 113.69 109.30 4.39 3.9% 0.25 0.2% 75% False False 1,154
Crabel Price Patterns
NR True
NR4 False
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.73
2.618 114.00
1.618 113.55
1.000 113.27
0.618 113.10
HIGH 112.82
0.618 112.65
0.500 112.60
0.382 112.54
LOW 112.37
0.618 112.09
1.000 111.92
1.618 111.64
2.618 111.19
4.250 110.46
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 112.60 112.53
PP 112.59 112.48
S1 112.59 112.43

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

View Archives - Comment on this page... - Back to Index of Symbols