Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 112.38 112.56 0.18 0.2% 112.41
High 112.75 112.81 0.06 0.1% 112.88
Low 112.31 112.39 0.08 0.1% 112.03
Close 112.68 112.74 0.06 0.1% 112.68
Range 0.44 0.42 -0.02 -4.5% 0.85
ATR 0.56 0.55 -0.01 -1.8% 0.00
Volume 970,155 916,459 -53,696 -5.5% 5,424,602
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 113.91 113.74 112.97
R3 113.49 113.32 112.86
R2 113.07 113.07 112.82
R1 112.90 112.90 112.78 112.99
PP 112.65 112.65 112.65 112.69
S1 112.48 112.48 112.70 112.57
S2 112.23 112.23 112.66
S3 111.81 112.06 112.62
S4 111.39 111.64 112.51
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 115.08 114.73 113.15
R3 114.23 113.88 112.91
R2 113.38 113.38 112.84
R1 113.03 113.03 112.76 113.21
PP 112.53 112.53 112.53 112.62
S1 112.18 112.18 112.60 112.36
S2 111.68 111.68 112.52
S3 110.83 111.33 112.45
S4 109.98 110.48 112.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.88 112.03 0.85 0.8% 0.44 0.4% 84% False False 1,082,974
10 114.32 112.03 2.29 2.0% 0.56 0.5% 31% False False 1,161,614
20 114.98 112.03 2.95 2.6% 0.55 0.5% 24% False False 1,164,834
40 114.98 111.65 3.33 3.0% 0.54 0.5% 33% False False 604,072
60 114.98 109.61 5.37 4.8% 0.52 0.5% 58% False False 403,340
80 114.98 109.30 5.68 5.0% 0.49 0.4% 61% False False 302,828
100 114.98 109.30 5.68 5.0% 0.41 0.4% 61% False False 242,436
120 114.98 109.30 5.68 5.0% 0.35 0.3% 61% False False 202,127
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.12
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114.60
2.618 113.91
1.618 113.49
1.000 113.23
0.618 113.07
HIGH 112.81
0.618 112.65
0.500 112.60
0.382 112.55
LOW 112.39
0.618 112.13
1.000 111.97
1.618 111.71
2.618 111.29
4.250 110.61
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 112.69 112.63
PP 112.65 112.53
S1 112.60 112.42

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

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