Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 112.56 112.58 0.02 0.0% 112.41
High 112.81 112.93 0.12 0.1% 112.88
Low 112.39 112.36 -0.03 0.0% 112.03
Close 112.74 112.73 -0.01 0.0% 112.68
Range 0.42 0.57 0.15 35.7% 0.85
ATR 0.55 0.55 0.00 0.2% 0.00
Volume 916,459 1,025,105 108,646 11.9% 5,424,602
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 114.38 114.13 113.04
R3 113.81 113.56 112.89
R2 113.24 113.24 112.83
R1 112.99 112.99 112.78 113.12
PP 112.67 112.67 112.67 112.74
S1 112.42 112.42 112.68 112.55
S2 112.10 112.10 112.63
S3 111.53 111.85 112.57
S4 110.96 111.28 112.42
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 115.08 114.73 113.15
R3 114.23 113.88 112.91
R2 113.38 113.38 112.84
R1 113.03 113.03 112.76 113.21
PP 112.53 112.53 112.53 112.62
S1 112.18 112.18 112.60 112.36
S2 111.68 111.68 112.52
S3 110.83 111.33 112.45
S4 109.98 110.48 112.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.93 112.03 0.90 0.8% 0.47 0.4% 78% True False 1,063,981
10 113.71 112.03 1.68 1.5% 0.53 0.5% 42% False False 1,129,496
20 114.98 112.03 2.95 2.6% 0.56 0.5% 24% False False 1,165,895
40 114.98 111.65 3.33 3.0% 0.55 0.5% 32% False False 629,676
60 114.98 109.73 5.25 4.7% 0.52 0.5% 57% False False 420,404
80 114.98 109.30 5.68 5.0% 0.49 0.4% 60% False False 315,579
100 114.98 109.30 5.68 5.0% 0.42 0.4% 60% False False 252,686
120 114.98 109.30 5.68 5.0% 0.35 0.3% 60% False False 210,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 115.35
2.618 114.42
1.618 113.85
1.000 113.50
0.618 113.28
HIGH 112.93
0.618 112.71
0.500 112.65
0.382 112.58
LOW 112.36
0.618 112.01
1.000 111.79
1.618 111.44
2.618 110.87
4.250 109.94
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 112.70 112.69
PP 112.67 112.66
S1 112.65 112.62

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

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