Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary
Previous Current
04-Jul-2007 05-Jul-2007 Change Change % Previous Week
Open 110.44 109.95 -0.49 -0.4% 110.07
High 110.44 110.02 -0.42 -0.4% 110.72
Low 110.00 109.75 -0.25 -0.2% 109.98
Close 110.17 109.84 -0.33 -0.3% 110.36
Range 0.44 0.27 -0.17 -38.6% 0.74
ATR 0.41 0.41 0.00 0.1% 0.00
Volume 3,020 6,666 3,646 120.7% 1,285
Daily Pivots for day following 05-Jul-2007
Classic Woodie Camarilla DeMark
R4 110.68 110.53 109.99
R3 110.41 110.26 109.91
R2 110.14 110.14 109.89
R1 109.99 109.99 109.86 109.93
PP 109.87 109.87 109.87 109.84
S1 109.72 109.72 109.82 109.66
S2 109.60 109.60 109.79
S3 109.33 109.45 109.77
S4 109.06 109.18 109.69
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
5 111.14 109.75 1.39 1.3% 0.43 0.4% 6% False True 2,508
10 111.14 109.61 1.53 1.4% 0.35 0.3% 15% False False 1,359
20 111.14 109.30 1.84 1.7% 0.39 0.4% 29% False False 1,373
40 113.29 109.30 3.99 3.6% 0.24 0.2% 14% False False 1,046
60 113.90 109.30 4.60 4.2% 0.16 0.1% 12% False False 889
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 0.05
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 111.17
2.618 110.73
1.618 110.46
1.000 110.29
0.618 110.19
HIGH 110.02
0.618 109.92
0.500 109.89
0.382 109.85
LOW 109.75
0.618 109.58
1.000 109.48
1.618 109.31
2.618 109.04
4.250 108.60
Fisher Pivots for day following 05-Jul-2007
Pivot 1 day 3 day
R1 109.89 110.34
PP 109.87 110.17
S1 109.86 110.01

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

View Archives - Comment on this page... - Back to Index of Symbols