Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 03-Jan-2008
Day Change Summary
Previous Current
02-Jan-2008 03-Jan-2008 Change Change % Previous Week
Open 113.14 114.08 0.94 0.8% 112.90
High 114.41 114.56 0.15 0.1% 113.19
Low 112.85 114.05 1.20 1.1% 112.60
Close 114.13 114.37 0.24 0.2% 113.11
Range 1.56 0.51 -1.05 -67.3% 0.59
ATR 0.66 0.65 -0.01 -1.7% 0.00
Volume 749,150 986,029 236,879 31.6% 508,585
Daily Pivots for day following 03-Jan-2008
Classic Woodie Camarilla DeMark
R4 115.86 115.62 114.65
R3 115.35 115.11 114.51
R2 114.84 114.84 114.46
R1 114.60 114.60 114.42 114.72
PP 114.33 114.33 114.33 114.39
S1 114.09 114.09 114.32 114.21
S2 113.82 113.82 114.28
S3 113.31 113.58 114.23
S4 112.80 113.07 114.09
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 114.74 114.51 113.43
R3 114.15 113.92 113.27
R2 113.56 113.56 113.22
R1 113.33 113.33 113.16 113.45
PP 112.97 112.97 112.97 113.02
S1 112.74 112.74 113.06 112.86
S2 112.38 112.38 113.00
S3 111.79 112.15 112.95
S4 111.20 111.56 112.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.56 112.60 1.96 1.7% 0.70 0.6% 90% True False 527,665
10 114.56 112.60 1.96 1.7% 0.58 0.5% 90% True False 573,994
20 115.89 112.60 3.29 2.9% 0.68 0.6% 54% False False 775,271
40 116.33 112.60 3.73 3.3% 0.60 0.5% 47% False False 396,589
60 116.33 112.00 4.33 3.8% 0.54 0.5% 55% False False 264,693
80 116.33 112.00 4.33 3.8% 0.49 0.4% 55% False False 198,582
100 116.33 112.00 4.33 3.8% 0.40 0.4% 55% False False 158,950
120 116.33 109.97 6.36 5.6% 0.34 0.3% 69% False False 132,581
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.73
2.618 115.90
1.618 115.39
1.000 115.07
0.618 114.88
HIGH 114.56
0.618 114.37
0.500 114.31
0.382 114.24
LOW 114.05
0.618 113.73
1.000 113.54
1.618 113.22
2.618 112.71
4.250 111.88
Fisher Pivots for day following 03-Jan-2008
Pivot 1 day 3 day
R1 114.35 114.12
PP 114.33 113.87
S1 114.31 113.62

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

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