Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 13-Sep-2007
Day Change Summary
Previous Current
12-Sep-2007 13-Sep-2007 Change Change % Previous Week
Open 115.01 114.94 -0.07 -0.1% 113.32
High 115.08 114.94 -0.14 -0.1% 114.76
Low 114.81 114.40 -0.41 -0.4% 113.21
Close 114.77 114.50 -0.27 -0.2% 114.75
Range 0.27 0.54 0.27 100.0% 1.55
ATR 0.34 0.35 0.01 4.4% 0.00
Volume 9 802 793 8,811.1% 846
Daily Pivots for day following 13-Sep-2007
Classic Woodie Camarilla DeMark
R4 116.23 115.91 114.80
R3 115.69 115.37 114.65
R2 115.15 115.15 114.60
R1 114.83 114.83 114.55 114.72
PP 114.61 114.61 114.61 114.56
S1 114.29 114.29 114.45 114.18
S2 114.07 114.07 114.40
S3 113.53 113.75 114.35
S4 112.99 113.21 114.20
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
5 115.21 113.94 1.27 1.1% 0.48 0.4% 44% False False 240
10 115.21 113.21 2.00 1.7% 0.34 0.3% 65% False False 223
20 115.21 113.14 2.07 1.8% 0.17 0.2% 66% False False 366
40 115.21 111.63 3.58 3.1% 0.09 0.1% 80% False False 510
60 115.21 109.51 5.70 5.0% 0.06 0.1% 88% False False 560
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 3 trading days
Fibonacci Retracements and Extensions
4.250 117.24
2.618 116.35
1.618 115.81
1.000 115.48
0.618 115.27
HIGH 114.94
0.618 114.73
0.500 114.67
0.382 114.61
LOW 114.40
0.618 114.07
1.000 113.86
1.618 113.53
2.618 112.99
4.250 112.11
Fisher Pivots for day following 13-Sep-2007
Pivot 1 day 3 day
R1 114.67 114.75
PP 114.61 114.67
S1 114.56 114.58

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

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