Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 25-Oct-2007
Day Change Summary
Previous Current
24-Oct-2007 25-Oct-2007 Change Change % Previous Week
Open 113.80 114.05 0.25 0.2% 111.63
High 114.23 114.13 -0.10 -0.1% 113.66
Low 113.73 113.84 0.11 0.1% 111.54
Close 114.15 113.97 -0.18 -0.2% 113.39
Range 0.50 0.29 -0.21 -42.0% 2.12
ATR 0.56 0.54 -0.02 -3.2% 0.00
Volume 1,445,304 1,065,486 -379,818 -26.3% 6,307,914
Daily Pivots for day following 25-Oct-2007
Classic Woodie Camarilla DeMark
R4 114.85 114.70 114.13
R3 114.56 114.41 114.05
R2 114.27 114.27 114.02
R1 114.12 114.12 114.00 114.05
PP 113.98 113.98 113.98 113.95
S1 113.83 113.83 113.94 113.76
S2 113.69 113.69 113.92
S3 113.40 113.54 113.89
S4 113.11 113.25 113.81
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 119.22 118.43 114.56
R3 117.10 116.31 113.97
R2 114.98 114.98 113.78
R1 114.19 114.19 113.58 114.59
PP 112.86 112.86 112.86 113.06
S1 112.07 112.07 113.20 112.47
S2 110.74 110.74 113.00
S3 108.62 109.95 112.81
S4 106.50 107.83 112.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.23 112.71 1.52 1.3% 0.53 0.5% 83% False False 1,311,623
10 114.23 111.54 2.69 2.4% 0.53 0.5% 90% False False 1,271,930
20 114.23 111.54 2.69 2.4% 0.51 0.4% 90% False False 1,140,391
40 114.98 111.54 3.44 3.0% 0.54 0.5% 71% False False 1,118,407
60 114.98 111.54 3.44 3.0% 0.53 0.5% 71% False False 751,451
80 114.98 109.40 5.58 4.9% 0.52 0.5% 82% False False 564,055
100 114.98 109.30 5.68 5.0% 0.49 0.4% 82% False False 451,519
120 114.98 109.30 5.68 5.0% 0.42 0.4% 82% False False 376,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 115.36
2.618 114.89
1.618 114.60
1.000 114.42
0.618 114.31
HIGH 114.13
0.618 114.02
0.500 113.99
0.382 113.95
LOW 113.84
0.618 113.66
1.000 113.55
1.618 113.37
2.618 113.08
4.250 112.61
Fisher Pivots for day following 25-Oct-2007
Pivot 1 day 3 day
R1 113.99 113.93
PP 113.98 113.89
S1 113.98 113.85

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

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