Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 112.50 112.51 0.01 0.0% 112.82
High 112.58 112.58 0.00 0.0% 113.10
Low 112.37 112.02 -0.35 -0.3% 112.02
Close 112.46 112.16 -0.30 -0.3% 112.16
Range 0.21 0.56 0.35 166.7% 1.08
ATR 0.39 0.40 0.01 3.2% 0.00
Volume 1,205 1,614 409 33.9% 3,642
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 113.93 113.61 112.47
R3 113.37 113.05 112.31
R2 112.81 112.81 112.26
R1 112.49 112.49 112.21 112.37
PP 112.25 112.25 112.25 112.20
S1 111.93 111.93 112.11 111.81
S2 111.69 111.69 112.06
S3 111.13 111.37 112.01
S4 110.57 110.81 111.85
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 115.67 114.99 112.75
R3 114.59 113.91 112.46
R2 113.51 113.51 112.36
R1 112.83 112.83 112.26 112.63
PP 112.43 112.43 112.43 112.33
S1 111.75 111.75 112.06 111.55
S2 111.35 111.35 111.96
S3 110.27 110.67 111.86
S4 109.19 109.59 111.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.10 112.02 1.08 1.0% 0.27 0.2% 13% False True 728
10 113.50 112.02 1.48 1.3% 0.38 0.3% 9% False True 605
20 114.76 112.02 2.74 2.4% 0.32 0.3% 5% False True 402
40 115.21 112.02 3.19 2.8% 0.26 0.2% 4% False True 369
60 115.21 111.70 3.51 3.1% 0.17 0.2% 13% False False 479
80 115.21 109.67 5.54 4.9% 0.13 0.1% 45% False False 524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114.96
2.618 114.05
1.618 113.49
1.000 113.14
0.618 112.93
HIGH 112.58
0.618 112.37
0.500 112.30
0.382 112.23
LOW 112.02
0.618 111.67
1.000 111.46
1.618 111.11
2.618 110.55
4.250 109.64
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 112.30 112.49
PP 112.25 112.38
S1 112.21 112.27

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

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