Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 111.63 111.78 0.15 0.1% 112.39
High 111.85 111.91 0.06 0.1% 112.74
Low 111.54 111.61 0.07 0.1% 111.59
Close 111.75 111.70 -0.05 0.0% 111.76
Range 0.31 0.30 -0.01 -3.2% 1.15
ATR 0.53 0.52 -0.02 -3.1% 0.00
Volume 902,938 1,247,223 344,285 38.1% 5,100,063
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 112.64 112.47 111.87
R3 112.34 112.17 111.78
R2 112.04 112.04 111.76
R1 111.87 111.87 111.73 111.81
PP 111.74 111.74 111.74 111.71
S1 111.57 111.57 111.67 111.51
S2 111.44 111.44 111.65
S3 111.14 111.27 111.62
S4 110.84 110.97 111.54
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
5 112.57 111.54 1.03 0.9% 0.44 0.4% 16% False False 1,161,328
10 113.09 111.54 1.55 1.4% 0.49 0.4% 10% False False 1,064,518
20 113.71 111.54 2.17 1.9% 0.51 0.5% 7% False False 1,097,007
40 114.98 111.54 3.44 3.1% 0.53 0.5% 5% False False 894,348
60 114.98 111.54 3.44 3.1% 0.52 0.5% 5% False False 597,625
80 114.98 109.40 5.58 5.0% 0.50 0.4% 41% False False 448,587
100 114.98 109.30 5.68 5.1% 0.47 0.4% 42% False False 359,109
120 114.98 109.30 5.68 5.1% 0.39 0.3% 42% False False 299,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113.19
2.618 112.70
1.618 112.40
1.000 112.21
0.618 112.10
HIGH 111.91
0.618 111.80
0.500 111.76
0.382 111.72
LOW 111.61
0.618 111.42
1.000 111.31
1.618 111.12
2.618 110.82
4.250 110.34
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 111.76 111.95
PP 111.74 111.86
S1 111.72 111.78

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

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