Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
03-Sep-2007 04-Sep-2007 Change Change % Previous Week
Open 113.32 113.47 0.15 0.1% 113.17
High 113.23 113.54 0.31 0.3% 113.87
Low 113.21 113.50 0.29 0.3% 113.17
Close 113.23 113.23 0.00 0.0% 113.74
Range 0.02 0.04 0.02 100.0% 0.70
ATR 0.24 0.25 0.00 1.9% 0.00
Volume 86 363 277 322.1% 1,178
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 113.54 113.43 113.25
R3 113.50 113.39 113.24
R2 113.46 113.46 113.24
R1 113.35 113.35 113.23 113.39
PP 113.42 113.42 113.42 113.44
S1 113.31 113.31 113.23 113.35
S2 113.38 113.38 113.22
S3 113.34 113.27 113.22
S4 113.30 113.23 113.21
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 115.69 115.42 114.13
R3 114.99 114.72 113.93
R2 114.29 114.29 113.87
R1 114.02 114.02 113.80 114.16
PP 113.59 113.59 113.59 113.66
S1 113.32 113.32 113.68 113.46
S2 112.89 112.89 113.61
S3 112.19 112.62 113.55
S4 111.49 111.92 113.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.87 113.21 0.66 0.6% 0.01 0.0% 3% False False 324
10 113.87 113.14 0.73 0.6% 0.01 0.0% 12% False False 344
20 113.87 111.88 1.99 1.8% 0.00 0.0% 68% False False 444
40 113.87 109.97 3.90 3.4% 0.00 0.0% 84% False False 581
60 113.87 109.45 4.42 3.9% 0.00 0.0% 86% False False 621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.01
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 113.71
2.618 113.64
1.618 113.60
1.000 113.58
0.618 113.56
HIGH 113.54
0.618 113.52
0.500 113.52
0.382 113.52
LOW 113.50
0.618 113.48
1.000 113.46
1.618 113.44
2.618 113.40
4.250 113.33
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 113.52 113.42
PP 113.42 113.36
S1 113.33 113.29

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

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