Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 114.74 115.04 0.30 0.3% 113.32
High 115.21 115.10 -0.11 -0.1% 114.76
Low 114.63 114.93 0.30 0.3% 113.21
Close 115.30 115.07 -0.23 -0.2% 114.75
Range 0.58 0.17 -0.41 -70.7% 1.55
ATR 0.34 0.34 0.00 0.7% 0.00
Volume 33 291 258 781.8% 846
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 115.54 115.48 115.16
R3 115.37 115.31 115.12
R2 115.20 115.20 115.10
R1 115.14 115.14 115.09 115.17
PP 115.03 115.03 115.03 115.05
S1 114.97 114.97 115.05 115.00
S2 114.86 114.86 115.04
S3 114.69 114.80 115.02
S4 114.52 114.63 114.98
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 118.89 118.37 115.60
R3 117.34 116.82 115.18
R2 115.79 115.79 115.03
R1 115.27 115.27 114.89 115.53
PP 114.24 114.24 114.24 114.37
S1 113.72 113.72 114.61 113.98
S2 112.69 112.69 114.47
S3 111.14 112.17 114.32
S4 109.59 110.62 113.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.21 113.24 1.97 1.7% 0.51 0.4% 93% False False 144
10 115.21 113.21 2.00 1.7% 0.26 0.2% 93% False False 234
20 115.21 112.74 2.47 2.1% 0.13 0.1% 94% False False 396
40 115.21 110.60 4.61 4.0% 0.07 0.1% 97% False False 507
60 115.21 109.51 5.70 5.0% 0.05 0.0% 98% False False 566
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115.82
2.618 115.55
1.618 115.38
1.000 115.27
0.618 115.21
HIGH 115.10
0.618 115.04
0.500 115.02
0.382 114.99
LOW 114.93
0.618 114.82
1.000 114.76
1.618 114.65
2.618 114.48
4.250 114.21
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 115.05 114.91
PP 115.03 114.74
S1 115.02 114.58

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

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