Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 110.37 110.47 0.10 0.1% 110.07
High 110.58 110.72 0.14 0.1% 110.72
Low 110.26 110.31 0.05 0.0% 109.98
Close 110.55 110.36 -0.19 -0.2% 110.36
Range 0.32 0.41 0.09 28.1% 0.74
ATR 0.37 0.37 0.00 0.8% 0.00
Volume 490 335 -155 -31.6% 1,285
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 111.69 111.44 110.59
R3 111.28 111.03 110.47
R2 110.87 110.87 110.44
R1 110.62 110.62 110.40 110.54
PP 110.46 110.46 110.46 110.43
S1 110.21 110.21 110.32 110.13
S2 110.05 110.05 110.28
S3 109.64 109.80 110.25
S4 109.23 109.39 110.13
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 112.57 112.21 110.77
R3 111.83 111.47 110.56
R2 111.09 111.09 110.50
R1 110.73 110.73 110.43 110.91
PP 110.35 110.35 110.35 110.45
S1 109.99 109.99 110.29 110.17
S2 109.61 109.61 110.22
S3 108.87 109.25 110.16
S4 108.13 108.51 109.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.72 109.98 0.74 0.7% 0.28 0.3% 51% True False 257
10 110.72 109.53 1.19 1.1% 0.36 0.3% 70% True False 224
20 111.48 109.30 2.18 2.0% 0.37 0.3% 49% False False 1,170
40 113.37 109.30 4.07 3.7% 0.19 0.2% 26% False False 797
60 114.52 109.30 5.22 4.7% 0.13 0.1% 20% False False 709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 112.46
2.618 111.79
1.618 111.38
1.000 111.13
0.618 110.97
HIGH 110.72
0.618 110.56
0.500 110.52
0.382 110.47
LOW 110.31
0.618 110.06
1.000 109.90
1.618 109.65
2.618 109.24
4.250 108.57
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 110.52 110.49
PP 110.46 110.45
S1 110.41 110.40

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

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