Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 17-Oct-2007
Day Change Summary
Previous Current
16-Oct-2007 17-Oct-2007 Change Change % Previous Week
Open 111.78 111.80 0.02 0.0% 112.39
High 111.91 112.23 0.32 0.3% 112.74
Low 111.61 111.64 0.03 0.0% 111.59
Close 111.70 112.06 0.36 0.3% 111.76
Range 0.30 0.59 0.29 96.7% 1.15
ATR 0.52 0.52 0.01 1.0% 0.00
Volume 1,247,223 1,295,028 47,805 3.8% 5,100,063
Daily Pivots for day following 17-Oct-2007
Classic Woodie Camarilla DeMark
R4 113.75 113.49 112.38
R3 113.16 112.90 112.22
R2 112.57 112.57 112.17
R1 112.31 112.31 112.11 112.44
PP 111.98 111.98 111.98 112.04
S1 111.72 111.72 112.01 111.85
S2 111.39 111.39 111.95
S3 110.80 111.13 111.90
S4 110.21 110.54 111.74
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
5 112.39 111.54 0.85 0.8% 0.49 0.4% 61% False False 1,209,236
10 113.09 111.54 1.55 1.4% 0.49 0.4% 34% False False 1,090,033
20 113.24 111.54 1.70 1.5% 0.50 0.4% 31% False False 1,086,787
40 114.98 111.54 3.44 3.1% 0.53 0.5% 15% False False 926,431
60 114.98 111.54 3.44 3.1% 0.52 0.5% 15% False False 619,195
80 114.98 109.40 5.58 5.0% 0.51 0.5% 48% False False 464,769
100 114.98 109.30 5.68 5.1% 0.47 0.4% 49% False False 372,057
120 114.98 109.30 5.68 5.1% 0.40 0.4% 49% False False 310,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.74
2.618 113.77
1.618 113.18
1.000 112.82
0.618 112.59
HIGH 112.23
0.618 112.00
0.500 111.94
0.382 111.87
LOW 111.64
0.618 111.28
1.000 111.05
1.618 110.69
2.618 110.10
4.250 109.13
Fisher Pivots for day following 17-Oct-2007
Pivot 1 day 3 day
R1 112.02 112.00
PP 111.98 111.94
S1 111.94 111.89

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

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