Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 112.83 113.41 0.58 0.5% 112.05
High 113.65 113.50 -0.15 -0.1% 113.65
Low 112.75 112.68 -0.07 -0.1% 111.85
Close 113.13 112.93 -0.20 -0.2% 112.93
Range 0.90 0.82 -0.08 -8.9% 1.80
ATR 0.55 0.57 0.02 3.4% 0.00
Volume 19,321 9,334 -9,987 -51.7% 32,941
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 115.50 115.03 113.38
R3 114.68 114.21 113.16
R2 113.86 113.86 113.08
R1 113.39 113.39 113.01 113.22
PP 113.04 113.04 113.04 112.95
S1 112.57 112.57 112.85 112.40
S2 112.22 112.22 112.78
S3 111.40 111.75 112.70
S4 110.58 110.93 112.48
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 118.21 117.37 113.92
R3 116.41 115.57 113.43
R2 114.61 114.61 113.26
R1 113.77 113.77 113.10 114.19
PP 112.81 112.81 112.81 113.02
S1 111.97 111.97 112.77 112.39
S2 111.01 111.01 112.60
S3 109.21 110.17 112.44
S4 107.41 108.37 111.94
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% 0.60 0.5% 60% False False 6,588
10 113.65 111.65 2.00 1.8% 0.53 0.5% 64% False False 4,602
20 113.65 111.41 2.24 2.0% 0.49 0.4% 68% False False 3,611
40 113.65 109.40 4.25 3.8% 0.46 0.4% 83% False False 2,429
60 113.65 109.30 4.35 3.9% 0.41 0.4% 83% False False 2,021
80 113.69 109.30 4.39 3.9% 0.31 0.3% 83% False False 1,611
100 115.04 109.30 5.74 5.1% 0.25 0.2% 63% False False 1,420
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 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.99
2.618 115.65
1.618 114.83
1.000 114.32
0.618 114.01
HIGH 113.50
0.618 113.19
0.500 113.09
0.382 112.99
LOW 112.68
0.618 112.17
1.000 111.86
1.618 111.35
2.618 110.53
4.250 109.20
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 113.09 113.07
PP 113.04 113.02
S1 112.98 112.98

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

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