Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 109.72 109.77 0.05 0.0% 110.38
High 109.92 110.21 0.29 0.3% 110.65
Low 109.53 109.73 0.20 0.2% 109.30
Close 109.67 109.99 0.32 0.3% 109.79
Range 0.39 0.48 0.09 23.1% 1.35
ATR 0.33 0.34 0.02 4.6% 0.00
Volume 151 67 -84 -55.6% 10,320
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 111.42 111.18 110.25
R3 110.94 110.70 110.12
R2 110.46 110.46 110.08
R1 110.22 110.22 110.03 110.34
PP 109.98 109.98 109.98 110.04
S1 109.74 109.74 109.95 109.86
S2 109.50 109.50 109.90
S3 109.02 109.26 109.86
S4 108.54 108.78 109.73
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 113.96 113.23 110.53
R3 112.61 111.88 110.16
R2 111.26 111.26 110.04
R1 110.53 110.53 109.91 110.22
PP 109.91 109.91 109.91 109.76
S1 109.18 109.18 109.67 108.87
S2 108.56 108.56 109.54
S3 107.21 107.83 109.42
S4 105.86 106.48 109.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.21 109.30 0.91 0.8% 0.41 0.4% 76% True False 760
10 111.42 109.30 2.12 1.9% 0.42 0.4% 33% False False 1,873
20 112.26 109.30 2.96 2.7% 0.25 0.2% 23% False False 1,235
40 113.69 109.30 4.39 4.0% 0.13 0.1% 16% False False 792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.25
2.618 111.47
1.618 110.99
1.000 110.69
0.618 110.51
HIGH 110.21
0.618 110.03
0.500 109.97
0.382 109.91
LOW 109.73
0.618 109.43
1.000 109.25
1.618 108.95
2.618 108.47
4.250 107.69
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 109.98 109.95
PP 109.98 109.90
S1 109.97 109.86

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

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