Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 06-Nov-2007
Day Change Summary
Previous Current
05-Nov-2007 06-Nov-2007 Change Change % Previous Week
Open 114.34 114.11 -0.23 -0.2% 114.34
High 114.60 114.36 -0.24 -0.2% 114.54
Low 114.29 114.08 -0.21 -0.2% 113.08
Close 114.35 114.24 -0.11 -0.1% 114.31
Range 0.31 0.28 -0.03 -9.7% 1.46
ATR 0.47 0.46 -0.01 -2.9% 0.00
Volume 358 1,583 1,225 342.2% 7,894
Daily Pivots for day following 06-Nov-2007
Classic Woodie Camarilla DeMark
R4 115.07 114.93 114.39
R3 114.79 114.65 114.32
R2 114.51 114.51 114.29
R1 114.37 114.37 114.27 114.44
PP 114.23 114.23 114.23 114.26
S1 114.09 114.09 114.21 114.16
S2 113.95 113.95 114.19
S3 113.67 113.81 114.16
S4 113.39 113.53 114.09
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 118.36 117.79 115.11
R3 116.90 116.33 114.71
R2 115.44 115.44 114.58
R1 114.87 114.87 114.44 114.43
PP 113.98 113.98 113.98 113.75
S1 113.41 113.41 114.18 112.97
S2 112.52 112.52 114.04
S3 111.06 111.95 113.91
S4 109.60 110.49 113.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.60 113.08 1.52 1.3% 0.62 0.5% 76% False False 1,574
10 114.68 113.08 1.60 1.4% 0.43 0.4% 73% False False 1,090
20 114.68 112.00 2.68 2.3% 0.41 0.4% 84% False False 1,041
40 115.08 112.00 3.08 2.7% 0.37 0.3% 73% False False 668
60 115.21 112.00 3.21 2.8% 0.29 0.3% 70% False False 578
80 115.21 110.60 4.61 4.0% 0.22 0.2% 79% False False 588
100 115.21 109.51 5.70 5.0% 0.18 0.2% 83% False False 607
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115.55
2.618 115.09
1.618 114.81
1.000 114.64
0.618 114.53
HIGH 114.36
0.618 114.25
0.500 114.22
0.382 114.19
LOW 114.08
0.618 113.91
1.000 113.80
1.618 113.63
2.618 113.35
4.250 112.89
Fisher Pivots for day following 06-Nov-2007
Pivot 1 day 3 day
R1 114.23 114.24
PP 114.23 114.23
S1 114.22 114.23

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

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