Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 08-Oct-2007
Day Change Summary
Previous Current
05-Oct-2007 08-Oct-2007 Change Change % Previous Week
Open 112.93 112.39 -0.54 -0.5% 112.56
High 113.09 112.48 -0.61 -0.5% 113.09
Low 112.26 112.20 -0.06 -0.1% 112.26
Close 112.41 112.34 -0.07 -0.1% 112.41
Range 0.83 0.28 -0.55 -66.3% 0.83
ATR 0.57 0.55 -0.02 -3.7% 0.00
Volume 1,291,575 450,081 -841,494 -65.2% 5,336,522
Daily Pivots for day following 08-Oct-2007
Classic Woodie Camarilla DeMark
R4 113.18 113.04 112.49
R3 112.90 112.76 112.42
R2 112.62 112.62 112.39
R1 112.48 112.48 112.37 112.41
PP 112.34 112.34 112.34 112.31
S1 112.20 112.20 112.31 112.13
S2 112.06 112.06 112.29
S3 111.78 111.92 112.26
S4 111.50 111.64 112.19
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
5 113.09 112.20 0.89 0.8% 0.56 0.5% 16% False True 974,028
10 113.09 112.03 1.06 0.9% 0.50 0.4% 29% False False 1,028,501
20 114.79 112.03 2.76 2.5% 0.54 0.5% 11% False False 1,094,958
40 114.98 111.85 3.13 2.8% 0.55 0.5% 16% False False 725,527
60 114.98 110.05 4.93 4.4% 0.52 0.5% 46% False False 484,448
80 114.98 109.40 5.58 5.0% 0.50 0.4% 53% False False 363,596
100 114.98 109.30 5.68 5.1% 0.44 0.4% 54% False False 291,131
120 114.98 109.30 5.68 5.1% 0.37 0.3% 54% False False 242,662
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.14
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 113.67
2.618 113.21
1.618 112.93
1.000 112.76
0.618 112.65
HIGH 112.48
0.618 112.37
0.500 112.34
0.382 112.31
LOW 112.20
0.618 112.03
1.000 111.92
1.618 111.75
2.618 111.47
4.250 111.01
Fisher Pivots for day following 08-Oct-2007
Pivot 1 day 3 day
R1 112.34 112.65
PP 112.34 112.54
S1 112.34 112.44

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

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