Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 112.77 112.57 -0.20 -0.2% 112.41
High 113.01 113.06 0.05 0.0% 112.88
Low 112.49 112.48 -0.01 0.0% 112.03
Close 112.57 112.88 0.31 0.3% 112.68
Range 0.52 0.58 0.06 11.5% 0.85
ATR 0.55 0.55 0.00 0.4% 0.00
Volume 1,039,878 1,063,505 23,627 2.3% 5,424,602
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 114.55 114.29 113.20
R3 113.97 113.71 113.04
R2 113.39 113.39 112.99
R1 113.13 113.13 112.93 113.26
PP 112.81 112.81 112.81 112.87
S1 112.55 112.55 112.83 112.68
S2 112.23 112.23 112.77
S3 111.65 111.97 112.72
S4 111.07 111.39 112.56
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
5 113.06 112.31 0.75 0.7% 0.51 0.4% 76% True False 1,003,020
10 113.06 112.03 1.03 0.9% 0.47 0.4% 83% True False 1,052,198
20 114.98 112.03 2.95 2.6% 0.56 0.5% 29% False False 1,133,515
40 114.98 111.85 3.13 2.8% 0.55 0.5% 33% False False 682,195
60 114.98 109.73 5.25 4.7% 0.52 0.5% 60% False False 455,435
80 114.98 109.40 5.58 4.9% 0.49 0.4% 62% False False 341,828
100 114.98 109.30 5.68 5.0% 0.43 0.4% 63% False False 273,718
120 114.98 109.30 5.68 5.0% 0.36 0.3% 63% False False 228,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 115.53
2.618 114.58
1.618 114.00
1.000 113.64
0.618 113.42
HIGH 113.06
0.618 112.84
0.500 112.77
0.382 112.70
LOW 112.48
0.618 112.12
1.000 111.90
1.618 111.54
2.618 110.96
4.250 110.02
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 112.84 112.82
PP 112.81 112.77
S1 112.77 112.71

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

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