Euro Bund Future December 2007


Trading Metrics calculated at close of trading on 22-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 22-Nov-2007 Change Change % Previous Week
Open 115.18 115.27 0.09 0.1% 114.75
High 115.39 115.43 0.04 0.0% 114.82
Low 114.95 115.08 0.13 0.1% 113.80
Close 115.17 115.33 0.16 0.1% 114.52
Range 0.44 0.35 -0.09 -20.5% 1.02
ATR 0.60 0.58 -0.02 -3.0% 0.00
Volume 1,359,395 503,672 -855,723 -62.9% 5,497,817
Daily Pivots for day following 22-Nov-2007
Classic Woodie Camarilla DeMark
R4 116.33 116.18 115.52
R3 115.98 115.83 115.43
R2 115.63 115.63 115.39
R1 115.48 115.48 115.36 115.56
PP 115.28 115.28 115.28 115.32
S1 115.13 115.13 115.30 115.21
S2 114.93 114.93 115.27
S3 114.58 114.78 115.23
S4 114.23 114.43 115.14
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 117.44 117.00 115.08
R3 116.42 115.98 114.80
R2 115.40 115.40 114.71
R1 114.96 114.96 114.61 114.67
PP 114.38 114.38 114.38 114.24
S1 113.94 113.94 114.43 113.65
S2 113.36 113.36 114.33
S3 112.34 112.92 114.24
S4 111.32 111.90 113.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.43 114.29 1.14 1.0% 0.53 0.5% 91% True False 1,169,419
10 115.43 113.80 1.63 1.4% 0.52 0.4% 94% True False 1,131,527
20 115.43 112.58 2.85 2.5% 0.59 0.5% 96% True False 1,073,607
40 115.43 111.54 3.89 3.4% 0.55 0.5% 97% True False 1,106,999
60 115.43 111.54 3.89 3.4% 0.55 0.5% 97% True False 1,103,474
80 115.43 111.54 3.89 3.4% 0.55 0.5% 97% True False 831,990
100 115.43 109.40 6.03 5.2% 0.53 0.5% 98% True False 665,966
120 115.43 109.30 6.13 5.3% 0.51 0.4% 98% True False 555,200
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.15
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 116.92
2.618 116.35
1.618 116.00
1.000 115.78
0.618 115.65
HIGH 115.43
0.618 115.30
0.500 115.26
0.382 115.21
LOW 115.08
0.618 114.86
1.000 114.73
1.618 114.51
2.618 114.16
4.250 113.59
Fisher Pivots for day following 22-Nov-2007
Pivot 1 day 3 day
R1 115.31 115.24
PP 115.28 115.14
S1 115.26 115.05

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

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