Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 112.48 112.37 -0.11 -0.1% 112.56
High 112.57 112.39 -0.18 -0.2% 113.09
Low 112.19 111.92 -0.27 -0.2% 112.26
Close 112.35 112.07 -0.28 -0.2% 112.41
Range 0.38 0.47 0.09 23.7% 0.83
ATR 0.54 0.54 -0.01 -0.9% 0.00
Volume 1,055,486 1,282,788 227,302 21.5% 5,336,522
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 113.54 113.27 112.33
R3 113.07 112.80 112.20
R2 112.60 112.60 112.16
R1 112.33 112.33 112.11 112.23
PP 112.13 112.13 112.13 112.08
S1 111.86 111.86 112.03 111.76
S2 111.66 111.66 111.98
S3 111.19 111.39 111.94
S4 110.72 110.92 111.81
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
5 113.09 111.92 1.17 1.0% 0.48 0.4% 13% False True 1,014,686
10 113.09 111.92 1.17 1.0% 0.49 0.4% 13% False True 1,008,853
20 114.46 111.92 2.54 2.3% 0.53 0.5% 6% False True 1,091,786
40 114.98 111.92 3.06 2.7% 0.54 0.5% 5% False True 808,270
60 114.98 110.72 4.26 3.8% 0.52 0.5% 32% False False 539,922
80 114.98 109.40 5.58 5.0% 0.49 0.4% 48% False False 405,234
100 114.98 109.30 5.68 5.1% 0.45 0.4% 49% False False 324,430
120 114.98 109.30 5.68 5.1% 0.38 0.3% 49% False False 270,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114.39
2.618 113.62
1.618 113.15
1.000 112.86
0.618 112.68
HIGH 112.39
0.618 112.21
0.500 112.16
0.382 112.10
LOW 111.92
0.618 111.63
1.000 111.45
1.618 111.16
2.618 110.69
4.250 109.92
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 112.16 112.33
PP 112.13 112.24
S1 112.10 112.16

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

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