Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 113.85 113.85 0.00 0.0% 113.62
High 114.06 114.06 0.00 0.0% 114.23
Low 113.59 113.59 0.00 0.0% 113.47
Close 113.76 113.76 0.00 0.0% 113.76
Range 0.47 0.47 0.00 0.0% 0.76
ATR 0.54 0.53 0.00 -0.9% 0.00
Volume 1,198,888 0 -1,198,888 -100.0% 6,292,068
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 115.21 114.96 114.02
R3 114.74 114.49 113.89
R2 114.27 114.27 113.85
R1 114.02 114.02 113.80 113.91
PP 113.80 113.80 113.80 113.75
S1 113.55 113.55 113.72 113.44
S2 113.33 113.33 113.67
S3 112.86 113.08 113.63
S4 112.39 112.61 113.50
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 116.10 115.69 114.18
R3 115.34 114.93 113.97
R2 114.58 114.58 113.90
R1 114.17 114.17 113.83 114.38
PP 113.82 113.82 113.82 113.92
S1 113.41 113.41 113.69 113.62
S2 113.06 113.06 113.62
S3 112.30 112.65 113.55
S4 111.54 111.89 113.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.23 113.47 0.76 0.7% 0.41 0.4% 38% False False 936,385
10 114.23 111.61 2.62 2.3% 0.52 0.5% 82% False False 1,169,704
20 114.23 111.54 2.69 2.4% 0.52 0.5% 83% False False 1,106,005
40 114.98 111.54 3.44 3.0% 0.53 0.5% 65% False False 1,135,419
60 114.98 111.54 3.44 3.0% 0.53 0.5% 65% False False 771,383
80 114.98 109.61 5.37 4.7% 0.52 0.5% 77% False False 579,006
100 114.98 109.30 5.68 5.0% 0.49 0.4% 79% False False 463,463
120 114.98 109.30 5.68 5.0% 0.43 0.4% 79% False False 386,364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Fibonacci Retracements and Extensions
4.250 116.06
2.618 115.29
1.618 114.82
1.000 114.53
0.618 114.35
HIGH 114.06
0.618 113.88
0.500 113.83
0.382 113.77
LOW 113.59
0.618 113.30
1.000 113.12
1.618 112.83
2.618 112.36
4.250 111.59
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 113.83 113.86
PP 113.80 113.83
S1 113.78 113.79

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

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