Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 112.37 112.25 -0.12 -0.1% 112.39
High 112.39 112.35 -0.04 0.0% 112.74
Low 111.92 111.59 -0.33 -0.3% 111.59
Close 112.07 111.76 -0.31 -0.3% 111.76
Range 0.47 0.76 0.29 61.7% 1.15
ATR 0.54 0.55 0.02 3.0% 0.00
Volume 1,282,788 1,318,207 35,419 2.8% 5,100,063
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 114.18 113.73 112.18
R3 113.42 112.97 111.97
R2 112.66 112.66 111.90
R1 112.21 112.21 111.83 112.06
PP 111.90 111.90 111.90 111.82
S1 111.45 111.45 111.69 111.30
S2 111.14 111.14 111.62
S3 110.38 110.69 111.55
S4 109.62 109.93 111.34
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 115.48 114.77 112.39
R3 114.33 113.62 112.08
R2 113.18 113.18 111.97
R1 112.47 112.47 111.87 112.25
PP 112.03 112.03 112.03 111.92
S1 111.32 111.32 111.65 111.10
S2 110.88 110.88 111.55
S3 109.73 110.17 111.44
S4 108.58 109.02 111.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.74 111.59 1.15 1.0% 0.47 0.4% 15% False True 1,020,012
10 113.09 111.59 1.50 1.3% 0.53 0.5% 11% False True 1,043,658
20 114.37 111.59 2.78 2.5% 0.54 0.5% 6% False True 1,101,797
40 114.98 111.59 3.39 3.0% 0.54 0.5% 5% False True 840,992
60 114.98 111.41 3.57 3.2% 0.52 0.5% 10% False False 561,865
80 114.98 109.40 5.58 5.0% 0.50 0.4% 42% False False 421,710
100 114.98 109.30 5.68 5.1% 0.46 0.4% 43% False False 337,609
120 114.98 109.30 5.68 5.1% 0.39 0.3% 43% False False 281,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115.58
2.618 114.34
1.618 113.58
1.000 113.11
0.618 112.82
HIGH 112.35
0.618 112.06
0.500 111.97
0.382 111.88
LOW 111.59
0.618 111.12
1.000 110.83
1.618 110.36
2.618 109.60
4.250 108.36
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 111.97 112.08
PP 111.90 111.97
S1 111.83 111.87

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

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