Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 18-Oct-2007
Day Change Summary
Previous Current
17-Oct-2007 18-Oct-2007 Change Change % Previous Week
Open 111.80 112.05 0.25 0.2% 112.39
High 112.23 112.71 0.48 0.4% 112.74
Low 111.64 112.01 0.37 0.3% 111.59
Close 112.06 112.59 0.53 0.5% 111.76
Range 0.59 0.70 0.11 18.6% 1.15
ATR 0.52 0.54 0.01 2.4% 0.00
Volume 1,295,028 1,397,789 102,761 7.9% 5,100,063
Daily Pivots for day following 18-Oct-2007
Classic Woodie Camarilla DeMark
R4 114.54 114.26 112.98
R3 113.84 113.56 112.78
R2 113.14 113.14 112.72
R1 112.86 112.86 112.65 113.00
PP 112.44 112.44 112.44 112.51
S1 112.16 112.16 112.53 112.30
S2 111.74 111.74 112.46
S3 111.04 111.46 112.40
S4 110.34 110.76 112.21
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
5 112.71 111.54 1.17 1.0% 0.53 0.5% 90% True False 1,232,237
10 113.09 111.54 1.55 1.4% 0.51 0.4% 68% False False 1,123,461
20 113.09 111.54 1.55 1.4% 0.49 0.4% 68% False False 1,087,829
40 114.98 111.54 3.44 3.1% 0.53 0.5% 31% False False 961,011
60 114.98 111.54 3.44 3.1% 0.52 0.5% 31% False False 642,474
80 114.98 109.40 5.58 5.0% 0.51 0.5% 57% False False 482,236
100 114.98 109.30 5.68 5.0% 0.48 0.4% 58% False False 386,025
120 114.98 109.30 5.68 5.0% 0.40 0.4% 58% False False 321,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.69
2.618 114.54
1.618 113.84
1.000 113.41
0.618 113.14
HIGH 112.71
0.618 112.44
0.500 112.36
0.382 112.28
LOW 112.01
0.618 111.58
1.000 111.31
1.618 110.88
2.618 110.18
4.250 109.04
Fisher Pivots for day following 18-Oct-2007
Pivot 1 day 3 day
R1 112.51 112.45
PP 112.44 112.30
S1 112.36 112.16

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

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