Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 07-Aug-2007
Day Change Summary
Previous Current
06-Aug-2007 07-Aug-2007 Change Change % Previous Week
Open 112.73 112.54 -0.19 -0.2% 112.92
High 112.73 112.54 -0.19 -0.2% 112.92
Low 112.73 112.54 -0.19 -0.2% 112.32
Close 112.73 112.54 -0.19 -0.2% 112.74
Range
ATR 0.24 0.24 0.00 -1.5% 0.00
Volume 529 529 0 0.0% 5,575
Daily Pivots for day following 07-Aug-2007
Classic Woodie Camarilla DeMark
R4 112.54 112.54 112.54
R3 112.54 112.54 112.54
R2 112.54 112.54 112.54
R1 112.54 112.54 112.54 112.54
PP 112.54 112.54 112.54 112.54
S1 112.54 112.54 112.54 112.54
S2 112.54 112.54 112.54
S3 112.54 112.54 112.54
S4 112.54 112.54 112.54
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 114.46 114.20 113.07
R3 113.86 113.60 112.91
R2 113.26 113.26 112.85
R1 113.00 113.00 112.80 112.83
PP 112.66 112.66 112.66 112.58
S1 112.40 112.40 112.69 112.23
S2 112.06 112.06 112.63
S3 111.46 111.80 112.58
S4 110.86 111.20 112.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.74 112.32 0.42 0.4% 0.00 0.0% 52% False False 564
10 112.92 112.01 0.91 0.8% 0.00 0.0% 58% False False 956
20 112.92 109.97 2.95 2.6% 0.00 0.0% 87% False False 717
40 112.92 109.45 3.47 3.1% 0.00 0.0% 89% False False 710
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.00
Fibonacci Retracements and Extensions
4.250 112.54
2.618 112.54
1.618 112.54
1.000 112.54
0.618 112.54
HIGH 112.54
0.618 112.54
0.500 112.54
0.382 112.54
LOW 112.54
0.618 112.54
1.000 112.54
1.618 112.54
2.618 112.54
4.250 112.54
Fisher Pivots for day following 07-Aug-2007
Pivot 1 day 3 day
R1 112.54 112.64
PP 112.54 112.61
S1 112.54 112.57

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

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