Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 24-Aug-2007
Day Change Summary
Previous Current
23-Aug-2007 24-Aug-2007 Change Change % Previous Week
Open 112.64 113.23 0.59 0.5% 112.77
High 113.30 113.43 0.13 0.1% 113.63
Low 112.49 113.10 0.61 0.5% 112.49
Close 113.06 113.19 0.13 0.1% 113.19
Range 0.81 0.33 -0.48 -59.3% 1.14
ATR 0.58 0.57 -0.02 -2.6% 0.00
Volume 14,586 19,051 4,465 30.6% 61,258
Daily Pivots for day following 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 114.23 114.04 113.37
R3 113.90 113.71 113.28
R2 113.57 113.57 113.25
R1 113.38 113.38 113.22 113.31
PP 113.24 113.24 113.24 113.21
S1 113.05 113.05 113.16 112.98
S2 112.91 112.91 113.13
S3 112.58 112.72 113.10
S4 112.25 112.39 113.01
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 116.52 116.00 113.82
R3 115.38 114.86 113.50
R2 114.24 114.24 113.40
R1 113.72 113.72 113.29 113.98
PP 113.10 113.10 113.10 113.24
S1 112.58 112.58 113.09 112.84
S2 111.96 111.96 112.98
S3 110.82 111.44 112.88
S4 109.68 110.30 112.56
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% 0.52 0.5% 61% False False 12,251
10 113.65 111.85 1.80 1.6% 0.56 0.5% 74% False False 9,419
20 113.65 111.65 2.00 1.8% 0.51 0.5% 77% False False 6,062
40 113.65 109.40 4.25 3.8% 0.49 0.4% 89% False False 3,928
60 113.65 109.30 4.35 3.8% 0.45 0.4% 89% False False 3,009
80 113.65 109.30 4.35 3.8% 0.34 0.3% 89% False False 2,363
100 114.52 109.30 5.22 4.6% 0.27 0.2% 75% False False 1,997
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.06
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 114.83
2.618 114.29
1.618 113.96
1.000 113.76
0.618 113.63
HIGH 113.43
0.618 113.30
0.500 113.27
0.382 113.23
LOW 113.10
0.618 112.90
1.000 112.77
1.618 112.57
2.618 112.24
4.250 111.70
Fisher Pivots for day following 24-Aug-2007
Pivot 1 day 3 day
R1 113.27 113.11
PP 113.24 113.04
S1 113.22 112.96

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

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