Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 111.74 111.82 0.08 0.1% 110.17
High 111.94 112.69 0.75 0.7% 111.62
Low 111.69 111.82 0.13 0.1% 110.05
Close 111.85 112.39 0.54 0.5% 111.53
Range 0.25 0.87 0.62 248.0% 1.57
ATR 0.47 0.50 0.03 6.1% 0.00
Volume 856 1,062 206 24.1% 5,609
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 114.91 114.52 112.87
R3 114.04 113.65 112.63
R2 113.17 113.17 112.55
R1 112.78 112.78 112.47 112.98
PP 112.30 112.30 112.30 112.40
S1 111.91 111.91 112.31 112.11
S2 111.43 111.43 112.23
S3 110.56 111.04 112.15
S4 109.69 110.17 111.91
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 115.78 115.22 112.39
R3 114.21 113.65 111.96
R2 112.64 112.64 111.82
R1 112.08 112.08 111.67 112.36
PP 111.07 111.07 111.07 111.21
S1 110.51 110.51 111.39 110.79
S2 109.50 109.50 111.24
S3 107.93 108.94 111.10
S4 106.36 107.37 110.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.69 110.72 1.97 1.8% 0.55 0.5% 85% True False 1,617
10 112.69 109.73 2.96 2.6% 0.49 0.4% 90% True False 1,229
20 112.69 109.40 3.29 2.9% 0.47 0.4% 91% True False 1,522
40 112.69 109.30 3.39 3.0% 0.42 0.4% 91% True False 1,352
60 113.37 109.30 4.07 3.6% 0.28 0.3% 76% False False 1,038
80 114.54 109.30 5.24 4.7% 0.21 0.2% 59% False False 913
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.04
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.39
2.618 114.97
1.618 114.10
1.000 113.56
0.618 113.23
HIGH 112.69
0.618 112.36
0.500 112.26
0.382 112.15
LOW 111.82
0.618 111.28
1.000 110.95
1.618 110.41
2.618 109.54
4.250 108.12
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 112.35 112.29
PP 112.30 112.19
S1 112.26 112.09

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

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