Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 10-Jul-2007
Day Change Summary
Previous Current
09-Jul-2007 10-Jul-2007 Change Change % Previous Week
Open 109.40 109.61 0.21 0.2% 110.65
High 109.66 110.35 0.69 0.6% 111.14
Low 109.40 109.61 0.21 0.2% 109.40
Close 109.60 110.27 0.67 0.6% 109.53
Range 0.26 0.74 0.48 184.6% 1.74
ATR 0.41 0.43 0.02 6.1% 0.00
Volume 236 1,237 1,001 424.2% 14,819
Daily Pivots for day following 10-Jul-2007
Classic Woodie Camarilla DeMark
R4 112.30 112.02 110.68
R3 111.56 111.28 110.47
R2 110.82 110.82 110.41
R1 110.54 110.54 110.34 110.68
PP 110.08 110.08 110.08 110.15
S1 109.80 109.80 110.20 109.94
S2 109.34 109.34 110.13
S3 108.60 109.06 110.07
S4 107.86 108.32 109.86
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 115.24 114.13 110.49
R3 113.50 112.39 110.01
R2 111.76 111.76 109.85
R1 110.65 110.65 109.69 110.34
PP 110.02 110.02 110.02 109.87
S1 108.91 108.91 109.37 108.60
S2 108.28 108.28 109.21
S3 106.54 107.17 109.05
S4 104.80 105.43 108.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.44 109.40 1.04 0.9% 0.41 0.4% 84% False False 2,754
10 111.14 109.40 1.74 1.6% 0.42 0.4% 50% False False 1,752
20 111.14 109.30 1.84 1.7% 0.39 0.4% 53% False False 1,106
40 112.75 109.30 3.45 3.1% 0.27 0.2% 28% False False 1,109
60 113.69 109.30 4.39 4.0% 0.18 0.2% 22% False False 928
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 113.50
2.618 112.29
1.618 111.55
1.000 111.09
0.618 110.81
HIGH 110.35
0.618 110.07
0.500 109.98
0.382 109.89
LOW 109.61
0.618 109.15
1.000 108.87
1.618 108.41
2.618 107.67
4.250 106.47
Fisher Pivots for day following 10-Jul-2007
Pivot 1 day 3 day
R1 110.17 110.14
PP 110.08 110.01
S1 109.98 109.88

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

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