Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
03-Sep-2007 04-Sep-2007 Change Change % Previous Week
Open 113.18 113.27 0.09 0.1% 113.11
High 113.43 113.46 0.03 0.0% 113.84
Low 113.07 112.96 -0.11 -0.1% 112.79
Close 113.15 113.04 -0.11 -0.1% 113.37
Range 0.36 0.50 0.14 38.9% 1.05
ATR 0.54 0.54 0.00 -0.5% 0.00
Volume 338,535 1,003,871 665,336 196.5% 423,081
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 114.65 114.35 113.32
R3 114.15 113.85 113.18
R2 113.65 113.65 113.13
R1 113.35 113.35 113.09 113.25
PP 113.15 113.15 113.15 113.11
S1 112.85 112.85 112.99 112.75
S2 112.65 112.65 112.95
S3 112.15 112.35 112.90
S4 111.65 111.85 112.77
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 116.48 115.98 113.95
R3 115.43 114.93 113.66
R2 114.38 114.38 113.56
R1 113.88 113.88 113.47 114.13
PP 113.33 113.33 113.33 113.46
S1 112.83 112.83 113.27 113.08
S2 112.28 112.28 113.18
S3 111.23 111.78 113.08
S4 110.18 110.73 112.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.84 112.83 1.01 0.9% 0.48 0.4% 21% False False 343,491
10 113.84 112.49 1.35 1.2% 0.52 0.5% 41% False False 181,085
20 113.84 111.65 2.19 1.9% 0.54 0.5% 63% False False 93,457
40 113.84 109.73 4.11 3.6% 0.50 0.4% 81% False False 47,658
60 113.84 109.30 4.54 4.0% 0.47 0.4% 82% False False 32,141
80 113.84 109.30 4.54 4.0% 0.39 0.3% 82% False False 24,384
100 113.84 109.30 4.54 4.0% 0.31 0.3% 82% False False 19,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.59
2.618 114.77
1.618 114.27
1.000 113.96
0.618 113.77
HIGH 113.46
0.618 113.27
0.500 113.21
0.382 113.15
LOW 112.96
0.618 112.65
1.000 112.46
1.618 112.15
2.618 111.65
4.250 110.84
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 113.21 113.16
PP 113.15 113.12
S1 113.10 113.08

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

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