Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 15-Nov-2007
Day Change Summary
Previous Current
14-Nov-2007 15-Nov-2007 Change Change % Previous Week
Open 114.02 114.21 0.19 0.2% 113.85
High 114.27 114.61 0.34 0.3% 114.74
Low 113.80 114.01 0.21 0.2% 113.62
Close 114.15 114.33 0.18 0.2% 114.70
Range 0.47 0.60 0.13 27.7% 1.12
ATR 0.59 0.59 0.00 0.2% 0.00
Volume 1,439,629 1,170,657 -268,972 -18.7% 6,136,046
Daily Pivots for day following 15-Nov-2007
Classic Woodie Camarilla DeMark
R4 116.12 115.82 114.66
R3 115.52 115.22 114.50
R2 114.92 114.92 114.44
R1 114.62 114.62 114.39 114.77
PP 114.32 114.32 114.32 114.39
S1 114.02 114.02 114.28 114.17
S2 113.72 113.72 114.22
S3 113.12 113.42 114.17
S4 112.52 112.82 114.00
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 117.71 117.33 115.32
R3 116.59 116.21 115.01
R2 115.47 115.47 114.91
R1 115.09 115.09 114.80 115.28
PP 114.35 114.35 114.35 114.45
S1 113.97 113.97 114.60 114.16
S2 113.23 113.23 114.49
S3 112.11 112.85 114.39
S4 110.99 111.73 114.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.82 113.80 1.02 0.9% 0.51 0.4% 52% False False 1,093,634
10 114.82 112.58 2.24 2.0% 0.57 0.5% 78% False False 1,035,736
20 114.82 112.58 2.24 2.0% 0.59 0.5% 78% False False 1,109,158
40 114.82 111.54 3.28 2.9% 0.54 0.5% 85% False False 1,098,494
60 114.98 111.54 3.44 3.0% 0.55 0.5% 81% False False 1,010,393
80 114.98 111.54 3.44 3.0% 0.54 0.5% 81% False False 759,145
100 114.98 109.40 5.58 4.9% 0.53 0.5% 88% False False 607,620
120 114.98 109.30 5.68 5.0% 0.50 0.4% 89% False False 506,547
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 0.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117.16
2.618 116.18
1.618 115.58
1.000 115.21
0.618 114.98
HIGH 114.61
0.618 114.38
0.500 114.31
0.382 114.24
LOW 114.01
0.618 113.64
1.000 113.41
1.618 113.04
2.618 112.44
4.250 111.46
Fisher Pivots for day following 15-Nov-2007
Pivot 1 day 3 day
R1 114.32 114.29
PP 114.32 114.25
S1 114.31 114.22

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

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