Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 112.32 112.74 0.42 0.4% 112.92
High 112.32 112.74 0.42 0.4% 112.92
Low 112.32 112.74 0.42 0.4% 112.32
Close 112.32 112.74 0.42 0.4% 112.74
Range
ATR 0.25 0.26 0.01 5.1% 0.00
Volume 177 529 352 198.9% 5,575
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 112.74 112.74 112.74
R3 112.74 112.74 112.74
R2 112.74 112.74 112.74
R1 112.74 112.74 112.74 112.74
PP 112.74 112.74 112.74 112.74
S1 112.74 112.74 112.74 112.74
S2 112.74 112.74 112.74
S3 112.74 112.74 112.74
S4 112.74 112.74 112.74
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 114.46 114.20 113.07
R3 113.86 113.60 112.91
R2 113.26 113.26 112.85
R1 113.00 113.00 112.80 112.83
PP 112.66 112.66 112.66 112.58
S1 112.40 112.40 112.69 112.23
S2 112.06 112.06 112.63
S3 111.46 111.80 112.58
S4 110.86 111.20 112.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.92 112.32 0.60 0.5% 0.00 0.0% 70% False False 1,115
10 112.92 111.70 1.22 1.1% 0.00 0.0% 85% False False 880
20 112.92 109.74 3.18 2.8% 0.00 0.0% 94% False False 689
40 112.92 109.45 3.47 3.1% 0.00 0.0% 95% False False 702
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 112.74
2.618 112.74
1.618 112.74
1.000 112.74
0.618 112.74
HIGH 112.74
0.618 112.74
0.500 112.74
0.382 112.74
LOW 112.74
0.618 112.74
1.000 112.74
1.618 112.74
2.618 112.74
4.250 112.74
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 112.74 112.67
PP 112.74 112.60
S1 112.74 112.53

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

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