Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 113.11 113.45 0.34 0.3% 112.77
High 113.40 113.66 0.26 0.2% 113.63
Low 112.79 113.18 0.39 0.3% 112.49
Close 113.33 113.45 0.12 0.1% 113.19
Range 0.61 0.48 -0.13 -21.3% 1.14
ATR 0.57 0.56 -0.01 -1.1% 0.00
Volume 13,818 34,211 20,393 147.6% 61,258
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 114.87 114.64 113.71
R3 114.39 114.16 113.58
R2 113.91 113.91 113.54
R1 113.68 113.68 113.49 113.69
PP 113.43 113.43 113.43 113.44
S1 113.20 113.20 113.41 113.21
S2 112.95 112.95 113.36
S3 112.47 112.72 113.32
S4 111.99 112.24 113.19
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
5 113.66 112.49 1.17 1.0% 0.56 0.5% 82% True False 18,679
10 113.66 112.49 1.17 1.0% 0.58 0.5% 82% True False 13,892
20 113.66 111.65 2.01 1.8% 0.52 0.5% 90% True False 8,248
40 113.66 109.40 4.26 3.8% 0.49 0.4% 95% True False 5,066
60 113.66 109.30 4.36 3.8% 0.46 0.4% 95% True False 3,765
80 113.66 109.30 4.36 3.8% 0.36 0.3% 95% True False 2,961
100 114.31 109.30 5.01 4.4% 0.28 0.3% 83% False False 2,475
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.70
2.618 114.92
1.618 114.44
1.000 114.14
0.618 113.96
HIGH 113.66
0.618 113.48
0.500 113.42
0.382 113.36
LOW 113.18
0.618 112.88
1.000 112.70
1.618 112.40
2.618 111.92
4.250 111.14
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 113.44 113.38
PP 113.43 113.30
S1 113.42 113.23

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

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