Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 10-Oct-2007
Day Change Summary
Previous Current
09-Oct-2007 10-Oct-2007 Change Change % Previous Week
Open 112.43 112.48 0.05 0.0% 112.56
High 112.74 112.57 -0.17 -0.2% 113.09
Low 112.30 112.19 -0.11 -0.1% 112.26
Close 112.68 112.35 -0.33 -0.3% 112.41
Range 0.44 0.38 -0.06 -13.6% 0.83
ATR 0.54 0.54 0.00 -0.7% 0.00
Volume 993,501 1,055,486 61,985 6.2% 5,336,522
Daily Pivots for day following 10-Oct-2007
Classic Woodie Camarilla DeMark
R4 113.51 113.31 112.56
R3 113.13 112.93 112.45
R2 112.75 112.75 112.42
R1 112.55 112.55 112.38 112.46
PP 112.37 112.37 112.37 112.33
S1 112.17 112.17 112.32 112.08
S2 111.99 111.99 112.28
S3 111.61 111.79 112.25
S4 111.23 111.41 112.14
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
5 113.09 112.19 0.90 0.8% 0.50 0.4% 18% False True 970,829
10 113.09 112.03 1.06 0.9% 0.49 0.4% 30% False False 1,005,031
20 114.62 112.03 2.59 2.3% 0.54 0.5% 12% False False 1,090,088
40 114.98 112.03 2.95 2.6% 0.55 0.5% 11% False False 776,683
60 114.98 110.40 4.58 4.1% 0.52 0.5% 43% False False 518,557
80 114.98 109.40 5.58 5.0% 0.49 0.4% 53% False False 389,203
100 114.98 109.30 5.68 5.1% 0.45 0.4% 54% False False 311,604
120 114.98 109.30 5.68 5.1% 0.38 0.3% 54% False False 259,732
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.19
2.618 113.56
1.618 113.18
1.000 112.95
0.618 112.80
HIGH 112.57
0.618 112.42
0.500 112.38
0.382 112.34
LOW 112.19
0.618 111.96
1.000 111.81
1.618 111.58
2.618 111.20
4.250 110.58
Fisher Pivots for day following 10-Oct-2007
Pivot 1 day 3 day
R1 112.38 112.47
PP 112.37 112.43
S1 112.36 112.39

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

View Archives - Comment on this page... - Back to Index of Symbols