Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 10-Aug-2007
Day Change Summary
Previous Current
09-Aug-2007 10-Aug-2007 Change Change % Previous Week
Open 111.78 112.52 0.74 0.7% 112.81
High 112.36 112.65 0.29 0.3% 112.82
Low 111.78 112.10 0.32 0.3% 111.65
Close 112.01 112.32 0.31 0.3% 112.32
Range 0.58 0.55 -0.03 -5.2% 1.17
ATR 0.51 0.52 0.01 1.9% 0.00
Volume 396 6,817 6,421 1,621.5% 13,086
Daily Pivots for day following 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 114.01 113.71 112.62
R3 113.46 113.16 112.47
R2 112.91 112.91 112.42
R1 112.61 112.61 112.37 112.49
PP 112.36 112.36 112.36 112.29
S1 112.06 112.06 112.27 111.94
S2 111.81 111.81 112.22
S3 111.26 111.51 112.17
S4 110.71 110.96 112.02
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 115.77 115.22 112.96
R3 114.60 114.05 112.64
R2 113.43 113.43 112.53
R1 112.88 112.88 112.43 112.57
PP 112.26 112.26 112.26 112.11
S1 111.71 111.71 112.21 111.40
S2 111.09 111.09 112.11
S3 109.92 110.54 112.00
S4 108.75 109.37 111.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.82 111.65 1.17 1.0% 0.45 0.4% 57% False False 2,617
10 112.96 111.65 1.31 1.2% 0.46 0.4% 51% False False 2,705
20 112.96 110.05 2.91 2.6% 0.46 0.4% 78% False False 2,244
40 112.96 109.40 3.56 3.2% 0.44 0.4% 82% False False 1,630
60 112.96 109.30 3.66 3.3% 0.36 0.3% 83% False False 1,510
80 113.69 109.30 4.39 3.9% 0.27 0.2% 69% False False 1,224
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.99
2.618 114.09
1.618 113.54
1.000 113.20
0.618 112.99
HIGH 112.65
0.618 112.44
0.500 112.38
0.382 112.31
LOW 112.10
0.618 111.76
1.000 111.55
1.618 111.21
2.618 110.66
4.250 109.76
Fisher Pivots for day following 10-Aug-2007
Pivot 1 day 3 day
R1 112.38 112.26
PP 112.36 112.21
S1 112.34 112.15

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

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