Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 18-Dec-2007
Day Change Summary
Previous Current
17-Dec-2007 18-Dec-2007 Change Change % Previous Week
Open 113.13 113.20 0.07 0.1% 114.32
High 113.29 113.40 0.11 0.1% 114.36
Low 113.00 112.91 -0.09 -0.1% 112.85
Close 113.13 113.18 0.05 0.0% 112.98
Range 0.29 0.49 0.20 69.0% 1.51
ATR 0.64 0.63 -0.01 -1.6% 0.00
Volume 437,903 607,546 169,643 38.7% 4,896,030
Daily Pivots for day following 18-Dec-2007
Classic Woodie Camarilla DeMark
R4 114.63 114.40 113.45
R3 114.14 113.91 113.31
R2 113.65 113.65 113.27
R1 113.42 113.42 113.22 113.29
PP 113.16 113.16 113.16 113.10
S1 112.93 112.93 113.14 112.80
S2 112.67 112.67 113.09
S3 112.18 112.44 113.05
S4 111.69 111.95 112.91
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 117.93 116.96 113.81
R3 116.42 115.45 113.40
R2 114.91 114.91 113.26
R1 113.94 113.94 113.12 113.67
PP 113.40 113.40 113.40 113.26
S1 112.43 112.43 112.84 112.16
S2 111.89 111.89 112.70
S3 110.38 110.92 112.56
S4 108.87 109.41 112.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.97 112.85 1.12 1.0% 0.56 0.5% 29% False False 817,675
10 115.89 112.85 3.04 2.7% 0.68 0.6% 11% False False 958,473
20 116.33 112.85 3.48 3.1% 0.66 0.6% 9% False False 595,402
40 116.33 112.85 3.48 3.1% 0.56 0.5% 9% False False 299,528
60 116.33 112.00 4.33 3.8% 0.50 0.4% 27% False False 199,915
80 116.33 112.00 4.33 3.8% 0.45 0.4% 27% False False 149,991
100 116.33 111.88 4.45 3.9% 0.36 0.3% 29% False False 120,094
120 116.33 109.67 6.66 5.9% 0.30 0.3% 53% False False 100,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.48
2.618 114.68
1.618 114.19
1.000 113.89
0.618 113.70
HIGH 113.40
0.618 113.21
0.500 113.16
0.382 113.10
LOW 112.91
0.618 112.61
1.000 112.42
1.618 112.12
2.618 111.63
4.250 110.83
Fisher Pivots for day following 18-Dec-2007
Pivot 1 day 3 day
R1 113.17 113.17
PP 113.16 113.16
S1 113.16 113.15

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

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