Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 21-Sep-2007

Day Change Summary
	Previous	Current
	20-Sep-2007	21-Sep-2007	Change	Change %	Previous Week
Open	113.51	112.86	-0.65	-0.6%	114.74
High	113.52	112.96	-0.56	-0.5%	114.76
Low	113.02	112.78	-0.24	-0.2%	112.78
Close	113.07	112.90	-0.17	-0.2%	112.90
Range	0.50	0.18	-0.32	-64.0%	1.98
ATR	0.39	0.38	-0.01	-1.8%	0.00
Volume	431	228	-203	-47.1%	720

Daily Pivots for day following 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	113.42	113.34	113.00
R3	113.24	113.16	112.95
R2	113.06	113.06	112.93
R1	112.98	112.98	112.92	113.02
PP	112.88	112.88	112.88	112.90
S1	112.80	112.80	112.88	112.84
S2	112.70	112.70	112.87
S3	112.52	112.62	112.85
S4	112.34	112.44	112.80

Weekly Pivots for week ending 21-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	119.42	118.14	113.99
R3	117.44	116.16	113.44
R2	115.46	115.46	113.26
R1	114.18	114.18	113.08	113.83
PP	113.48	113.48	113.48	113.31
S1	112.20	112.20	112.72	111.85
S2	111.50	111.50	112.54
S3	109.52	110.22	112.36
S4	107.54	108.24	111.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.76	112.78	1.98	1.8%	0.28	0.2%	6%	False	True	144
10	115.21	112.78	2.43	2.2%	0.34	0.3%	5%	False	True	226
20	115.21	112.78	2.43	2.2%	0.26	0.2%	5%	False	True	214
40	115.21	111.88	3.33	2.9%	0.13	0.1%	31%	False	False	454
60	115.21	109.67	5.54	4.9%	0.09	0.1%	58%	False	False	495

Crabel Price Patterns
NR	True
NR4	True
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	0.07
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113.73
2.618	113.43
1.618	113.25
1.000	113.14
0.618	113.07
HIGH	112.96
0.618	112.89
0.500	112.87
0.382	112.85
LOW	112.78
0.618	112.67
1.000	112.60
1.618	112.49
2.618	112.31
4.250	112.02

Fisher Pivots for day following 21-Sep-2007
Pivot	1 day	3 day
R1	112.89	113.37
PP	112.88	113.21
S1	112.87	113.06

Download as Excel Spreadsheet

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

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