Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 112.57 112.93 0.36 0.3% 112.56
High 113.06 113.09 0.03 0.0% 113.09
Low 112.48 112.26 -0.22 -0.2% 112.26
Close 112.88 112.41 -0.47 -0.4% 112.41
Range 0.58 0.83 0.25 43.1% 0.83
ATR 0.55 0.57 0.02 3.6% 0.00
Volume 1,063,505 1,291,575 228,070 21.4% 5,336,522
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 115.08 114.57 112.87
R3 114.25 113.74 112.64
R2 113.42 113.42 112.56
R1 112.91 112.91 112.49 112.75
PP 112.59 112.59 112.59 112.51
S1 112.08 112.08 112.33 111.92
S2 111.76 111.76 112.26
S3 110.93 111.25 112.18
S4 110.10 110.42 111.95
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 115.08 114.57 112.87
R3 114.25 113.74 112.64
R2 113.42 113.42 112.56
R1 112.91 112.91 112.49 112.75
PP 112.59 112.59 112.59 112.51
S1 112.08 112.08 112.33 111.92
S2 111.76 111.76 112.26
S3 110.93 111.25 112.18
S4 110.10 110.42 111.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.09 112.26 0.83 0.7% 0.58 0.5% 18% True True 1,067,304
10 113.09 112.03 1.06 0.9% 0.52 0.5% 36% True False 1,076,112
20 114.98 112.03 2.95 2.6% 0.55 0.5% 13% False False 1,132,048
40 114.98 111.85 3.13 2.8% 0.55 0.5% 18% False False 714,314
60 114.98 110.05 4.93 4.4% 0.52 0.5% 48% False False 476,957
80 114.98 109.40 5.58 5.0% 0.50 0.4% 54% False False 357,972
100 114.98 109.30 5.68 5.1% 0.44 0.4% 55% False False 286,631
120 114.98 109.30 5.68 5.1% 0.37 0.3% 55% False False 238,920
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 116.62
2.618 115.26
1.618 114.43
1.000 113.92
0.618 113.60
HIGH 113.09
0.618 112.77
0.500 112.68
0.382 112.58
LOW 112.26
0.618 111.75
1.000 111.43
1.618 110.92
2.618 110.09
4.250 108.73
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 112.68 112.68
PP 112.59 112.59
S1 112.50 112.50

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

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