Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 06-Sep-2007
Day Change Summary
Previous Current
05-Sep-2007 06-Sep-2007 Change Change % Previous Week
Open 113.18 113.53 0.35 0.3% 113.11
High 113.74 113.80 0.06 0.1% 113.84
Low 113.05 113.43 0.38 0.3% 112.79
Close 113.63 113.75 0.12 0.1% 113.37
Range 0.69 0.37 -0.32 -46.4% 1.05
ATR 0.55 0.54 -0.01 -2.3% 0.00
Volume 1,679,520 1,071,469 -608,051 -36.2% 423,081
Daily Pivots for day following 06-Sep-2007
Classic Woodie Camarilla DeMark
R4 114.77 114.63 113.95
R3 114.40 114.26 113.85
R2 114.03 114.03 113.82
R1 113.89 113.89 113.78 113.96
PP 113.66 113.66 113.66 113.70
S1 113.52 113.52 113.72 113.59
S2 113.29 113.29 113.68
S3 112.92 113.15 113.65
S4 112.55 112.78 113.55
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 116.48 115.98 113.95
R3 115.43 114.93 113.66
R2 114.38 114.38 113.56
R1 113.88 113.88 113.47 114.13
PP 113.33 113.33 113.33 113.46
S1 112.83 112.83 113.27 113.08
S2 112.28 112.28 113.18
S3 111.23 111.78 113.08
S4 110.18 110.73 112.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.80 112.83 0.97 0.9% 0.51 0.5% 95% True False 854,653
10 113.84 112.79 1.05 0.9% 0.49 0.4% 91% False False 453,552
20 113.84 111.85 1.99 1.7% 0.54 0.5% 95% False False 230,874
40 113.84 109.73 4.11 3.6% 0.50 0.4% 98% False False 116,395
60 113.84 109.40 4.44 3.9% 0.47 0.4% 98% False False 77,932
80 113.84 109.30 4.54 4.0% 0.40 0.4% 98% False False 58,769
100 113.84 109.30 4.54 4.0% 0.32 0.3% 98% False False 47,117
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.37
2.618 114.77
1.618 114.40
1.000 114.17
0.618 114.03
HIGH 113.80
0.618 113.66
0.500 113.62
0.382 113.57
LOW 113.43
0.618 113.20
1.000 113.06
1.618 112.83
2.618 112.46
4.250 111.86
Fisher Pivots for day following 06-Sep-2007
Pivot 1 day 3 day
R1 113.71 113.63
PP 113.66 113.50
S1 113.62 113.38

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

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