Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 109.80 110.17 0.37 0.3% 109.40
High 110.31 110.51 0.20 0.2% 110.81
Low 109.73 110.17 0.44 0.4% 109.40
Close 109.95 110.32 0.37 0.3% 109.95
Range 0.58 0.34 -0.24 -41.4% 1.41
ATR 0.46 0.47 0.01 1.6% 0.00
Volume 236 626 390 165.3% 3,243
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 111.35 111.18 110.51
R3 111.01 110.84 110.41
R2 110.67 110.67 110.38
R1 110.50 110.50 110.35 110.59
PP 110.33 110.33 110.33 110.38
S1 110.16 110.16 110.29 110.25
S2 109.99 109.99 110.26
S3 109.65 109.82 110.23
S4 109.31 109.48 110.13
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 114.28 113.53 110.73
R3 112.87 112.12 110.34
R2 111.46 111.46 110.21
R1 110.71 110.71 110.08 111.09
PP 110.05 110.05 110.05 110.24
S1 109.30 109.30 109.82 109.68
S2 108.64 108.64 109.69
S3 107.23 107.89 109.56
S4 105.82 106.48 109.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.81 109.61 1.20 1.1% 0.56 0.5% 59% False False 726
10 110.92 109.40 1.52 1.4% 0.46 0.4% 61% False False 1,843
20 111.14 109.40 1.74 1.6% 0.42 0.4% 53% False False 1,039
40 112.37 109.30 3.07 2.8% 0.32 0.3% 33% False False 1,156
60 113.69 109.30 4.39 4.0% 0.22 0.2% 23% False False 876
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 111.96
2.618 111.40
1.618 111.06
1.000 110.85
0.618 110.72
HIGH 110.51
0.618 110.38
0.500 110.34
0.382 110.30
LOW 110.17
0.618 109.96
1.000 109.83
1.618 109.62
2.618 109.28
4.250 108.73
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 110.34 110.25
PP 110.33 110.19
S1 110.33 110.12

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

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