Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 113.71 112.98 -0.73 -0.6% 114.49
High 113.71 113.24 -0.47 -0.4% 114.98
Low 113.00 112.28 -0.72 -0.6% 113.93
Close 113.06 112.69 -0.37 -0.3% 114.06
Range 0.71 0.96 0.25 35.2% 1.05
ATR 0.58 0.61 0.03 4.7% 0.00
Volume 1,499,423 1,376,946 -122,477 -8.2% 5,705,096
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 115.62 115.11 113.22
R3 114.66 114.15 112.95
R2 113.70 113.70 112.87
R1 113.19 113.19 112.78 112.97
PP 112.74 112.74 112.74 112.62
S1 112.23 112.23 112.60 112.01
S2 111.78 111.78 112.51
S3 110.82 111.27 112.43
S4 109.86 110.31 112.16
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 117.47 116.82 114.64
R3 116.42 115.77 114.35
R2 115.37 115.37 114.25
R1 114.72 114.72 114.16 114.52
PP 114.32 114.32 114.32 114.23
S1 113.67 113.67 113.96 113.47
S2 113.27 113.27 113.87
S3 112.22 112.62 113.77
S4 111.17 111.57 113.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.46 112.28 2.18 1.9% 0.70 0.6% 19% False True 1,248,062
10 114.98 112.28 2.70 2.4% 0.64 0.6% 15% False True 1,214,833
20 114.98 112.28 2.70 2.4% 0.57 0.5% 15% False True 834,192
40 114.98 111.65 3.33 3.0% 0.54 0.5% 31% False False 419,796
60 114.98 109.40 5.58 5.0% 0.52 0.5% 59% False False 280,371
80 114.98 109.30 5.68 5.0% 0.48 0.4% 60% False False 210,574
100 114.98 109.30 5.68 5.0% 0.38 0.3% 60% False False 168,541
120 114.98 109.30 5.68 5.0% 0.32 0.3% 60% False False 140,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 117.32
2.618 115.75
1.618 114.79
1.000 114.20
0.618 113.83
HIGH 113.24
0.618 112.87
0.500 112.76
0.382 112.65
LOW 112.28
0.618 111.69
1.000 111.32
1.618 110.73
2.618 109.77
4.250 108.20
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 112.76 113.30
PP 112.74 113.10
S1 112.71 112.89

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

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