Euro Bund Future December 2007

Trading Metrics calculated at close of trading on 18-Oct-2007

Day Change Summary
	Previous	Current
	17-Oct-2007	18-Oct-2007	Change	Change %	Previous Week
Open	111.80	112.05	0.25	0.2%	112.39
High	112.23	112.71	0.48	0.4%	112.74
Low	111.64	112.01	0.37	0.3%	111.59
Close	112.06	112.59	0.53	0.5%	111.76
Range	0.59	0.70	0.11	18.6%	1.15
ATR	0.52	0.54	0.01	2.4%	0.00
Volume	1,295,028	1,397,789	102,761	7.9%	5,100,063

Daily Pivots for day following 18-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	114.54	114.26	112.98
R3	113.84	113.56	112.78
R2	113.14	113.14	112.72
R1	112.86	112.86	112.65	113.00
PP	112.44	112.44	112.44	112.51
S1	112.16	112.16	112.53	112.30
S2	111.74	111.74	112.46
S3	111.04	111.46	112.40
S4	110.34	110.76	112.21

Weekly Pivots for week ending 12-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	115.48	114.77	112.39
R3	114.33	113.62	112.08
R2	113.18	113.18	111.97
R1	112.47	112.47	111.87	112.25
PP	112.03	112.03	112.03	111.92
S1	111.32	111.32	111.65	111.10
S2	110.88	110.88	111.55
S3	109.73	110.17	111.44
S4	108.58	109.02	111.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.71	111.54	1.17	1.0%	0.53	0.5%	90%	True	False	1,232,237
10	113.09	111.54	1.55	1.4%	0.51	0.4%	68%	False	False	1,123,461
20	113.09	111.54	1.55	1.4%	0.49	0.4%	68%	False	False	1,087,829
40	114.98	111.54	3.44	3.1%	0.53	0.5%	31%	False	False	961,011
60	114.98	111.54	3.44	3.1%	0.52	0.5%	31%	False	False	642,474
80	114.98	109.40	5.58	5.0%	0.51	0.5%	57%	False	False	482,236
100	114.98	109.30	5.68	5.0%	0.48	0.4%	58%	False	False	386,025
120	114.98	109.30	5.68	5.0%	0.40	0.4%	58%	False	False	321,756

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	0.10
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115.69
2.618	114.54
1.618	113.84
1.000	113.41
0.618	113.14
HIGH	112.71
0.618	112.44
0.500	112.36
0.382	112.28
LOW	112.01
0.618	111.58
1.000	111.31
1.618	110.88
2.618	110.18
4.250	109.04

Fisher Pivots for day following 18-Oct-2007
Pivot	1 day	3 day
R1	112.51	112.45
PP	112.44	112.30
S1	112.36	112.16

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