Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 112.49 112.83 0.34 0.3% 112.81
High 112.85 113.65 0.80 0.7% 112.82
Low 112.49 112.75 0.26 0.2% 111.65
Close 112.50 113.13 0.63 0.6% 112.32
Range 0.36 0.90 0.54 150.0% 1.17
ATR 0.51 0.55 0.05 9.0% 0.00
Volume 987 19,321 18,334 1,857.5% 13,086
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 115.88 115.40 113.63
R3 114.98 114.50 113.38
R2 114.08 114.08 113.30
R1 113.60 113.60 113.21 113.84
PP 113.18 113.18 113.18 113.30
S1 112.70 112.70 113.05 112.94
S2 112.28 112.28 112.97
S3 111.38 111.80 112.88
S4 110.48 110.90 112.64
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
5 113.65 111.85 1.80 1.6% 0.55 0.5% 71% True False 6,084
10 113.65 111.65 2.00 1.8% 0.50 0.4% 74% True False 3,695
20 113.65 110.72 2.93 2.6% 0.49 0.4% 82% True False 3,226
40 113.65 109.40 4.25 3.8% 0.45 0.4% 88% True False 2,198
60 113.65 109.30 4.35 3.8% 0.40 0.4% 88% True False 1,870
80 113.69 109.30 4.39 3.9% 0.30 0.3% 87% False False 1,495
100 115.26 109.30 5.96 5.3% 0.24 0.2% 64% False False 1,341
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 0.04
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 117.48
2.618 116.01
1.618 115.11
1.000 114.55
0.618 114.21
HIGH 113.65
0.618 113.31
0.500 113.20
0.382 113.09
LOW 112.75
0.618 112.19
1.000 111.85
1.618 111.29
2.618 110.39
4.250 108.93
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 113.20 113.00
PP 113.18 112.88
S1 113.15 112.75

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

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