Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 25-Jun-2007
Day Change Summary
Previous Current
22-Jun-2007 25-Jun-2007 Change Change % Previous Week
Open 109.61 110.07 0.46 0.4% 109.72
High 109.98 110.14 0.16 0.1% 110.36
Low 109.61 109.98 0.37 0.3% 109.53
Close 109.70 109.99 0.29 0.3% 109.70
Range 0.37 0.16 -0.21 -56.8% 0.83
ATR 0.37 0.37 0.01 1.4% 0.00
Volume 100 27 -73 -73.0% 963
Daily Pivots for day following 25-Jun-2007
Classic Woodie Camarilla DeMark
R4 110.52 110.41 110.08
R3 110.36 110.25 110.03
R2 110.20 110.20 110.02
R1 110.09 110.09 110.00 110.07
PP 110.04 110.04 110.04 110.02
S1 109.93 109.93 109.98 109.91
S2 109.88 109.88 109.96
S3 109.72 109.77 109.95
S4 109.56 109.61 109.90
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 112.35 111.86 110.16
R3 111.52 111.03 109.93
R2 110.69 110.69 109.85
R1 110.20 110.20 109.78 110.03
PP 109.86 109.86 109.86 109.78
S1 109.37 109.37 109.62 109.20
S2 109.03 109.03 109.55
S3 108.20 108.54 109.47
S4 107.37 107.71 109.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.36 109.55 0.81 0.7% 0.41 0.4% 54% False False 167
10 110.36 109.30 1.06 1.0% 0.40 0.4% 65% False False 953
20 111.94 109.30 2.64 2.4% 0.33 0.3% 26% False False 1,202
40 113.69 109.30 4.39 4.0% 0.16 0.1% 16% False False 782
60 115.00 109.30 5.70 5.2% 0.11 0.1% 12% False False 720
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.08
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 110.82
2.618 110.56
1.618 110.40
1.000 110.30
0.618 110.24
HIGH 110.14
0.618 110.08
0.500 110.06
0.382 110.04
LOW 109.98
0.618 109.88
1.000 109.82
1.618 109.72
2.618 109.56
4.250 109.30
Fisher Pivots for day following 25-Jun-2007
Pivot 1 day 3 day
R1 110.06 109.94
PP 110.04 109.89
S1 110.01 109.85

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

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