Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 06-Nov-2007
Day Change Summary
Previous Current
05-Nov-2007 06-Nov-2007 Change Change % Previous Week
Open 113.85 113.78 -0.07 -0.1% 113.85
High 114.17 113.94 -0.23 -0.2% 114.06
Low 113.76 113.62 -0.14 -0.1% 112.58
Close 113.89 113.79 -0.10 -0.1% 113.57
Range 0.41 0.32 -0.09 -22.0% 1.48
ATR 0.64 0.62 -0.02 -3.6% 0.00
Volume 1,053,047 951,608 -101,439 -9.6% 4,068,806
Daily Pivots for day following 06-Nov-2007
Classic Woodie Camarilla DeMark
R4 114.74 114.59 113.97
R3 114.42 114.27 113.88
R2 114.10 114.10 113.85
R1 113.95 113.95 113.82 114.03
PP 113.78 113.78 113.78 113.82
S1 113.63 113.63 113.76 113.71
S2 113.46 113.46 113.73
S3 113.14 113.31 113.70
S4 112.82 112.99 113.61
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 117.84 117.19 114.38
R3 116.36 115.71 113.98
R2 114.88 114.88 113.84
R1 114.23 114.23 113.71 113.82
PP 113.40 113.40 113.40 113.20
S1 112.75 112.75 113.43 112.34
S2 111.92 111.92 113.30
S3 110.44 111.27 113.16
S4 108.96 109.79 112.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.17 112.58 1.59 1.4% 0.84 0.7% 76% False False 1,047,495
10 114.23 112.58 1.65 1.5% 0.62 0.5% 73% False False 978,313
20 114.23 111.54 2.69 2.4% 0.58 0.5% 84% False False 1,116,496
40 114.75 111.54 3.21 2.8% 0.56 0.5% 70% False False 1,101,856
60 114.98 111.54 3.44 3.0% 0.56 0.5% 65% False False 872,379
80 114.98 110.37 4.61 4.1% 0.54 0.5% 74% False False 654,873
100 114.98 109.40 5.58 4.9% 0.51 0.4% 79% False False 524,110
120 114.98 109.30 5.68 5.0% 0.47 0.4% 79% False False 436,964
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115.30
2.618 114.78
1.618 114.46
1.000 114.26
0.618 114.14
HIGH 113.94
0.618 113.82
0.500 113.78
0.382 113.74
LOW 113.62
0.618 113.42
1.000 113.30
1.618 113.10
2.618 112.78
4.250 112.26
Fisher Pivots for day following 06-Nov-2007
Pivot 1 day 3 day
R1 113.79 113.65
PP 113.78 113.51
S1 113.78 113.38

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

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