Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 112.58 112.77 0.19 0.2% 112.41
High 112.93 113.01 0.08 0.1% 112.88
Low 112.36 112.49 0.13 0.1% 112.03
Close 112.73 112.57 -0.16 -0.1% 112.68
Range 0.57 0.52 -0.05 -8.8% 0.85
ATR 0.55 0.55 0.00 -0.4% 0.00
Volume 1,025,105 1,039,878 14,773 1.4% 5,424,602
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 114.25 113.93 112.86
R3 113.73 113.41 112.71
R2 113.21 113.21 112.67
R1 112.89 112.89 112.62 112.79
PP 112.69 112.69 112.69 112.64
S1 112.37 112.37 112.52 112.27
S2 112.17 112.17 112.47
S3 111.65 111.85 112.43
S4 111.13 111.33 112.28
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
5 113.01 112.03 0.98 0.9% 0.48 0.4% 55% True False 1,039,233
10 113.24 112.03 1.21 1.1% 0.51 0.5% 45% False False 1,083,542
20 114.98 112.03 2.95 2.6% 0.55 0.5% 18% False False 1,133,913
40 114.98 111.78 3.20 2.8% 0.55 0.5% 25% False False 655,617
60 114.98 109.73 5.25 4.7% 0.52 0.5% 54% False False 437,718
80 114.98 109.40 5.58 5.0% 0.49 0.4% 57% False False 328,561
100 114.98 109.30 5.68 5.0% 0.43 0.4% 58% False False 263,084
120 114.98 109.30 5.68 5.0% 0.35 0.3% 58% False False 219,323
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.22
2.618 114.37
1.618 113.85
1.000 113.53
0.618 113.33
HIGH 113.01
0.618 112.81
0.500 112.75
0.382 112.69
LOW 112.49
0.618 112.17
1.000 111.97
1.618 111.65
2.618 111.13
4.250 110.28
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 112.75 112.69
PP 112.69 112.65
S1 112.63 112.61

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

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