Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 23-Aug-2007
Day Change Summary
Previous Current
22-Aug-2007 23-Aug-2007 Change Change % Previous Week
Open 113.28 112.64 -0.64 -0.6% 112.05
High 113.29 113.30 0.01 0.0% 113.65
Low 112.74 112.49 -0.25 -0.2% 111.85
Close 112.89 113.06 0.17 0.2% 112.93
Range 0.55 0.81 0.26 47.3% 1.80
ATR 0.56 0.58 0.02 3.1% 0.00
Volume 11,730 14,586 2,856 24.3% 32,941
Daily Pivots for day following 23-Aug-2007
Classic Woodie Camarilla DeMark
R4 115.38 115.03 113.51
R3 114.57 114.22 113.28
R2 113.76 113.76 113.21
R1 113.41 113.41 113.13 113.59
PP 112.95 112.95 112.95 113.04
S1 112.60 112.60 112.99 112.78
S2 112.14 112.14 112.91
S3 111.33 111.79 112.84
S4 110.52 110.98 112.61
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
5 113.63 112.49 1.14 1.0% 0.62 0.5% 50% False True 10,308
10 113.65 111.85 1.80 1.6% 0.58 0.5% 67% False False 8,196
20 113.65 111.65 2.00 1.8% 0.51 0.5% 71% False False 5,399
40 113.65 109.40 4.25 3.8% 0.49 0.4% 86% False False 3,461
60 113.65 109.30 4.35 3.8% 0.45 0.4% 86% False False 2,701
80 113.65 109.30 4.35 3.8% 0.34 0.3% 86% False False 2,129
100 114.54 109.30 5.24 4.6% 0.27 0.2% 72% False False 1,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.74
2.618 115.42
1.618 114.61
1.000 114.11
0.618 113.80
HIGH 113.30
0.618 112.99
0.500 112.90
0.382 112.80
LOW 112.49
0.618 111.99
1.000 111.68
1.618 111.18
2.618 110.37
4.250 109.05
Fisher Pivots for day following 23-Aug-2007
Pivot 1 day 3 day
R1 113.01 113.06
PP 112.95 113.06
S1 112.90 113.06

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

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