Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 12-Sep-2007
Day Change Summary
Previous Current
11-Sep-2007 12-Sep-2007 Change Change % Previous Week
Open 115.04 115.01 -0.03 0.0% 113.32
High 115.10 115.08 -0.02 0.0% 114.76
Low 114.93 114.81 -0.12 -0.1% 113.21
Close 115.07 114.77 -0.30 -0.3% 114.75
Range 0.17 0.27 0.10 58.8% 1.55
ATR 0.34 0.34 -0.01 -1.5% 0.00
Volume 291 9 -282 -96.9% 846
Daily Pivots for day following 12-Sep-2007
Classic Woodie Camarilla DeMark
R4 115.70 115.50 114.92
R3 115.43 115.23 114.84
R2 115.16 115.16 114.82
R1 114.96 114.96 114.79 114.93
PP 114.89 114.89 114.89 114.87
S1 114.69 114.69 114.75 114.66
S2 114.62 114.62 114.72
S3 114.35 114.42 114.70
S4 114.08 114.15 114.62
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
5 115.21 113.75 1.46 1.3% 0.42 0.4% 70% False False 111
10 115.21 113.21 2.00 1.7% 0.29 0.3% 78% False False 189
20 115.21 113.14 2.07 1.8% 0.15 0.1% 79% False False 332
40 115.21 110.80 4.41 3.8% 0.07 0.1% 90% False False 507
60 115.21 109.51 5.70 5.0% 0.05 0.0% 92% False False 555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.23
2.618 115.79
1.618 115.52
1.000 115.35
0.618 115.25
HIGH 115.08
0.618 114.98
0.500 114.95
0.382 114.91
LOW 114.81
0.618 114.64
1.000 114.54
1.618 114.37
2.618 114.10
4.250 113.66
Fisher Pivots for day following 12-Sep-2007
Pivot 1 day 3 day
R1 114.95 114.92
PP 114.89 114.87
S1 114.83 114.82

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

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