Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 112.85 113.05 0.20 0.2% 114.74
High 112.90 113.24 0.34 0.3% 114.76
Low 112.72 113.03 0.31 0.3% 112.78
Close 112.79 113.10 0.31 0.3% 112.90
Range 0.18 0.21 0.03 16.7% 1.98
ATR 0.37 0.37 0.01 1.6% 0.00
Volume 51 64 13 25.5% 720
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 113.75 113.64 113.22
R3 113.54 113.43 113.16
R2 113.33 113.33 113.14
R1 113.22 113.22 113.12 113.28
PP 113.12 113.12 113.12 113.15
S1 113.01 113.01 113.08 113.07
S2 112.91 112.91 113.06
S3 112.70 112.80 113.04
S4 112.49 112.59 112.98
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 119.42 118.14 113.99
R3 117.44 116.16 113.44
R2 115.46 115.46 113.26
R1 114.18 114.18 113.08 113.83
PP 113.48 113.48 113.48 113.31
S1 112.20 112.20 112.72 111.85
S2 111.50 111.50 112.54
S3 109.52 110.22 112.36
S4 107.54 108.24 111.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.95 112.72 1.23 1.1% 0.30 0.3% 31% False False 164
10 115.08 112.72 2.36 2.1% 0.30 0.3% 16% False False 205
20 115.21 112.72 2.49 2.2% 0.28 0.2% 15% False False 220
40 115.21 111.88 3.33 2.9% 0.14 0.1% 37% False False 362
60 115.21 109.67 5.54 4.9% 0.10 0.1% 62% False False 476
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 0.06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.13
2.618 113.79
1.618 113.58
1.000 113.45
0.618 113.37
HIGH 113.24
0.618 113.16
0.500 113.14
0.382 113.11
LOW 113.03
0.618 112.90
1.000 112.82
1.618 112.69
2.618 112.48
4.250 112.14
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 113.14 113.06
PP 113.12 113.02
S1 113.11 112.98

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

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