Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 23-Jul-2007
Day Change Summary
Previous Current
20-Jul-2007 23-Jul-2007 Change Change % Previous Week
Open 111.63 111.70 0.07 0.1% 110.34
High 111.63 111.70 0.07 0.1% 111.63
Low 111.63 111.70 0.07 0.1% 110.17
Close 111.63 111.70 0.07 0.1% 111.63
Range
ATR 0.27 0.25 -0.01 -5.3% 0.00
Volume 127 40 -87 -68.5% 3,544
Daily Pivots for day following 23-Jul-2007
Classic Woodie Camarilla DeMark
R4 111.70 111.70 111.70
R3 111.70 111.70 111.70
R2 111.70 111.70 111.70
R1 111.70 111.70 111.70 111.70
PP 111.70 111.70 111.70 111.70
S1 111.70 111.70 111.70 111.70
S2 111.70 111.70 111.70
S3 111.70 111.70 111.70
S4 111.70 111.70 111.70
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 115.52 115.04 112.43
R3 114.06 113.58 112.03
R2 112.60 112.60 111.90
R1 112.12 112.12 111.76 112.36
PP 111.14 111.14 111.14 111.27
S1 110.66 110.66 111.50 110.90
S2 109.68 109.68 111.36
S3 108.22 109.20 111.23
S4 106.76 107.74 110.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.70 110.17 1.53 1.4% 0.00 0.0% 100% True False 668
10 111.70 109.80 1.90 1.7% 0.01 0.0% 100% True False 458
20 111.70 109.67 2.03 1.8% 0.01 0.0% 100% True False 593
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 111.70
2.618 111.70
1.618 111.70
1.000 111.70
0.618 111.70
HIGH 111.70
0.618 111.70
0.500 111.70
0.382 111.70
LOW 111.70
0.618 111.70
1.000 111.70
1.618 111.70
2.618 111.70
4.250 111.70
Fisher Pivots for day following 23-Jul-2007
Pivot 1 day 3 day
R1 111.70 111.55
PP 111.70 111.40
S1 111.70 111.25

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

View Archives - Comment on this page... - Back to Index of Symbols