Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 112.41 112.41 0.00 0.0% 113.99
High 112.64 112.62 -0.02 0.0% 114.37
Low 112.24 112.19 -0.05 0.0% 112.24
Close 112.50 112.36 -0.14 -0.1% 112.50
Range 0.40 0.43 0.03 7.5% 2.13
ATR 0.60 0.58 -0.01 -2.0% 0.00
Volume 1,052,431 926,188 -126,243 -12.0% 6,174,753
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 113.68 113.45 112.60
R3 113.25 113.02 112.48
R2 112.82 112.82 112.44
R1 112.59 112.59 112.40 112.49
PP 112.39 112.39 112.39 112.34
S1 112.16 112.16 112.32 112.06
S2 111.96 111.96 112.28
S3 111.53 111.73 112.24
S4 111.10 111.30 112.12
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 119.43 118.09 113.67
R3 117.30 115.96 113.09
R2 115.17 115.17 112.89
R1 113.83 113.83 112.70 113.44
PP 113.04 113.04 113.04 112.84
S1 111.70 111.70 112.30 111.31
S2 110.91 110.91 112.11
S3 108.78 109.57 111.91
S4 106.65 107.44 111.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.32 112.19 2.13 1.9% 0.67 0.6% 8% False True 1,240,254
10 114.79 112.19 2.60 2.3% 0.57 0.5% 7% False True 1,161,414
20 114.98 112.19 2.79 2.5% 0.56 0.5% 6% False True 931,480
40 114.98 111.65 3.33 3.0% 0.54 0.5% 21% False False 469,063
60 114.98 109.40 5.58 5.0% 0.52 0.5% 53% False False 313,338
80 114.98 109.30 5.68 5.1% 0.48 0.4% 54% False False 235,293
100 114.98 109.30 5.68 5.1% 0.39 0.3% 54% False False 188,323
120 114.98 109.30 5.68 5.1% 0.33 0.3% 54% False False 157,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.45
2.618 113.75
1.618 113.32
1.000 113.05
0.618 112.89
HIGH 112.62
0.618 112.46
0.500 112.41
0.382 112.35
LOW 112.19
0.618 111.92
1.000 111.76
1.618 111.49
2.618 111.06
4.250 110.36
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 112.41 112.72
PP 112.39 112.60
S1 112.38 112.48

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

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