Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 113.47 113.24 -0.23 -0.2% 113.17
High 113.54 113.97 0.43 0.4% 113.87
Low 113.50 113.24 -0.26 -0.2% 113.17
Close 113.23 113.89 0.66 0.6% 113.74
Range 0.04 0.73 0.69 1,725.0% 0.70
ATR 0.25 0.28 0.04 14.1% 0.00
Volume 363 173 -190 -52.3% 1,178
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 115.89 115.62 114.29
R3 115.16 114.89 114.09
R2 114.43 114.43 114.02
R1 114.16 114.16 113.96 114.30
PP 113.70 113.70 113.70 113.77
S1 113.43 113.43 113.82 113.57
S2 112.97 112.97 113.76
S3 112.24 112.70 113.69
S4 111.51 111.97 113.49
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 115.69 115.42 114.13
R3 114.99 114.72 113.93
R2 114.29 114.29 113.87
R1 114.02 114.02 113.80 114.16
PP 113.59 113.59 113.59 113.66
S1 113.32 113.32 113.68 113.46
S2 112.89 112.89 113.61
S3 112.19 112.62 113.55
S4 111.49 111.92 113.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.97 113.21 0.76 0.7% 0.16 0.1% 89% True False 267
10 113.97 113.17 0.80 0.7% 0.08 0.1% 90% True False 269
20 113.97 112.17 1.80 1.6% 0.04 0.0% 96% True False 422
40 113.97 109.97 4.00 3.5% 0.02 0.0% 98% True False 580
60 113.97 109.45 4.52 4.0% 0.02 0.0% 98% True False 605
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.01
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 117.07
2.618 115.88
1.618 115.15
1.000 114.70
0.618 114.42
HIGH 113.97
0.618 113.69
0.500 113.61
0.382 113.52
LOW 113.24
0.618 112.79
1.000 112.51
1.618 112.06
2.618 111.33
4.250 110.14
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 113.80 113.79
PP 113.70 113.69
S1 113.61 113.59

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

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