Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary
Previous Current
07-Sep-2007 10-Sep-2007 Change Change % Previous Week
Open 113.72 114.49 0.77 0.7% 113.18
High 114.53 114.98 0.45 0.4% 114.53
Low 113.61 114.34 0.73 0.6% 112.96
Close 114.46 114.95 0.49 0.4% 114.46
Range 0.92 0.64 -0.28 -30.4% 1.57
ATR 0.56 0.57 0.01 1.0% 0.00
Volume 1,320,914 1,191,890 -129,024 -9.8% 5,414,309
Daily Pivots for day following 10-Sep-2007
Classic Woodie Camarilla DeMark
R4 116.68 116.45 115.30
R3 116.04 115.81 115.13
R2 115.40 115.40 115.07
R1 115.17 115.17 115.01 115.29
PP 114.76 114.76 114.76 114.81
S1 114.53 114.53 114.89 114.65
S2 114.12 114.12 114.83
S3 113.48 113.89 114.77
S4 112.84 113.25 114.60
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 118.69 118.15 115.32
R3 117.12 116.58 114.89
R2 115.55 115.55 114.75
R1 115.01 115.01 114.60 115.28
PP 113.98 113.98 113.98 114.12
S1 113.44 113.44 114.32 113.71
S2 112.41 112.41 114.17
S3 110.84 111.87 114.03
S4 109.27 110.30 113.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.98 112.96 2.02 1.8% 0.62 0.5% 99% True False 1,253,532
10 114.98 112.83 2.15 1.9% 0.55 0.5% 99% True False 701,546
20 114.98 111.85 3.13 2.7% 0.57 0.5% 99% True False 356,096
40 114.98 110.05 4.93 4.3% 0.52 0.4% 99% True False 179,193
60 114.98 109.40 5.58 4.9% 0.48 0.4% 99% True False 119,808
80 114.98 109.30 5.68 4.9% 0.42 0.4% 99% True False 90,175
100 114.98 109.30 5.68 4.9% 0.34 0.3% 99% True False 72,203
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.70
2.618 116.66
1.618 116.02
1.000 115.62
0.618 115.38
HIGH 114.98
0.618 114.74
0.500 114.66
0.382 114.58
LOW 114.34
0.618 113.94
1.000 113.70
1.618 113.30
2.618 112.66
4.250 111.62
Fisher Pivots for day following 10-Sep-2007
Pivot 1 day 3 day
R1 114.85 114.70
PP 114.76 114.45
S1 114.66 114.21

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

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