Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 114.25 114.75 0.50 0.4% 113.85
High 114.74 114.82 0.08 0.1% 114.74
Low 114.15 114.43 0.28 0.2% 113.62
Close 114.70 114.55 -0.15 -0.1% 114.70
Range 0.59 0.39 -0.20 -33.9% 1.12
ATR 0.61 0.60 -0.02 -2.6% 0.00
Volume 1,246,858 490,247 -756,611 -60.7% 6,136,046
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 115.77 115.55 114.76
R3 115.38 115.16 114.66
R2 114.99 114.99 114.62
R1 114.77 114.77 114.59 114.69
PP 114.60 114.60 114.60 114.56
S1 114.38 114.38 114.51 114.30
S2 114.21 114.21 114.48
S3 113.82 113.99 114.44
S4 113.43 113.60 114.34
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 117.71 117.33 115.32
R3 116.59 116.21 115.01
R2 115.47 115.47 114.91
R1 115.09 115.09 114.80 115.28
PP 114.35 114.35 114.35 114.45
S1 113.97 113.97 114.60 114.16
S2 113.23 113.23 114.49
S3 112.11 112.85 114.39
S4 110.99 111.73 114.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.82 113.62 1.20 1.0% 0.51 0.4% 78% True False 1,114,649
10 114.82 112.58 2.24 2.0% 0.67 0.6% 88% True False 1,069,509
20 114.82 111.61 3.21 2.8% 0.59 0.5% 92% True False 1,119,607
40 114.82 111.54 3.28 2.9% 0.56 0.5% 92% True False 1,110,783
60 114.98 111.54 3.44 3.0% 0.55 0.5% 88% False False 948,851
80 114.98 111.49 3.49 3.0% 0.54 0.5% 88% False False 712,550
100 114.98 109.40 5.58 4.9% 0.52 0.5% 92% False False 570,319
120 114.98 109.30 5.68 5.0% 0.49 0.4% 92% False False 475,466
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.48
2.618 115.84
1.618 115.45
1.000 115.21
0.618 115.06
HIGH 114.82
0.618 114.67
0.500 114.63
0.382 114.58
LOW 114.43
0.618 114.19
1.000 114.04
1.618 113.80
2.618 113.41
4.250 112.77
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 114.63 114.49
PP 114.60 114.43
S1 114.58 114.37

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

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