Euro Bund Future December 2007

Trading Metrics calculated at close of trading on 05-Oct-2007

Day Change Summary
	Previous	Current
	04-Oct-2007	05-Oct-2007	Change	Change %	Previous Week
Open	112.57	112.93	0.36	0.3%	112.56
High	113.06	113.09	0.03	0.0%	113.09
Low	112.48	112.26	-0.22	-0.2%	112.26
Close	112.88	112.41	-0.47	-0.4%	112.41
Range	0.58	0.83	0.25	43.1%	0.83
ATR	0.55	0.57	0.02	3.6%	0.00
Volume	1,063,505	1,291,575	228,070	21.4%	5,336,522

Daily Pivots for day following 05-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	115.08	114.57	112.87
R3	114.25	113.74	112.64
R2	113.42	113.42	112.56
R1	112.91	112.91	112.49	112.75
PP	112.59	112.59	112.59	112.51
S1	112.08	112.08	112.33	111.92
S2	111.76	111.76	112.26
S3	110.93	111.25	112.18
S4	110.10	110.42	111.95

Weekly Pivots for week ending 05-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	115.08	114.57	112.87
R3	114.25	113.74	112.64
R2	113.42	113.42	112.56
R1	112.91	112.91	112.49	112.75
PP	112.59	112.59	112.59	112.51
S1	112.08	112.08	112.33	111.92
S2	111.76	111.76	112.26
S3	110.93	111.25	112.18
S4	110.10	110.42	111.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.09	112.26	0.83	0.7%	0.58	0.5%	18%	True	True	1,067,304
10	113.09	112.03	1.06	0.9%	0.52	0.5%	36%	True	False	1,076,112
20	114.98	112.03	2.95	2.6%	0.55	0.5%	13%	False	False	1,132,048
40	114.98	111.85	3.13	2.8%	0.55	0.5%	18%	False	False	714,314
60	114.98	110.05	4.93	4.4%	0.52	0.5%	48%	False	False	476,957
80	114.98	109.40	5.58	5.0%	0.50	0.4%	54%	False	False	357,972
100	114.98	109.30	5.68	5.1%	0.44	0.4%	55%	False	False	286,631
120	114.98	109.30	5.68	5.1%	0.37	0.3%	55%	False	False	238,920

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	116.62
2.618	115.26
1.618	114.43
1.000	113.92
0.618	113.60
HIGH	113.09
0.618	112.77
0.500	112.68
0.382	112.58
LOW	112.26
0.618	111.75
1.000	111.43
1.618	110.92
2.618	110.09
4.250	108.73

Fisher Pivots for day following 05-Oct-2007
Pivot	1 day	3 day
R1	112.68	112.68
PP	112.59	112.59
S1	112.50	112.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols