Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 07-Sep-2007
Day Change Summary
Previous Current
06-Sep-2007 07-Sep-2007 Change Change % Previous Week
Open 113.75 113.96 0.21 0.2% 113.32
High 114.00 114.76 0.76 0.7% 114.76
Low 113.75 113.94 0.19 0.2% 113.21
Close 114.06 114.75 0.69 0.6% 114.75
Range 0.25 0.82 0.57 228.0% 1.55
ATR 0.28 0.32 0.04 13.7% 0.00
Volume 157 67 -90 -57.3% 846
Daily Pivots for day following 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 116.94 116.67 115.20
R3 116.12 115.85 114.98
R2 115.30 115.30 114.90
R1 115.03 115.03 114.83 115.17
PP 114.48 114.48 114.48 114.55
S1 114.21 114.21 114.67 114.35
S2 113.66 113.66 114.60
S3 112.84 113.39 114.52
S4 112.02 112.57 114.30
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 118.89 118.37 115.60
R3 117.34 116.82 115.18
R2 115.79 115.79 115.03
R1 115.27 115.27 114.89 115.53
PP 114.24 114.24 114.24 114.37
S1 113.72 113.72 114.61 113.98
S2 112.69 112.69 114.47
S3 111.14 112.17 114.32
S4 109.59 110.62 113.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.76 113.21 1.55 1.4% 0.37 0.3% 99% True False 169
10 114.76 113.17 1.59 1.4% 0.19 0.2% 99% True False 202
20 114.76 112.35 2.41 2.1% 0.09 0.1% 100% True False 413
40 114.76 110.17 4.59 4.0% 0.05 0.0% 100% True False 567
60 114.76 109.45 5.31 4.6% 0.03 0.0% 100% True False 596
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 67 trading days
Fibonacci Retracements and Extensions
4.250 118.25
2.618 116.91
1.618 116.09
1.000 115.58
0.618 115.27
HIGH 114.76
0.618 114.45
0.500 114.35
0.382 114.25
LOW 113.94
0.618 113.43
1.000 113.12
1.618 112.61
2.618 111.79
4.250 110.46
Fisher Pivots for day following 07-Sep-2007
Pivot 1 day 3 day
R1 114.62 114.50
PP 114.48 114.25
S1 114.35 114.00

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

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