Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 01-Oct-2007
Day Change Summary
Previous Current
28-Sep-2007 01-Oct-2007 Change Change % Previous Week
Open 113.02 113.04 0.02 0.0% 112.85
High 113.13 113.18 0.05 0.0% 113.24
Low 112.91 112.83 -0.08 -0.1% 112.50
Close 113.07 113.14 0.07 0.1% 113.07
Range 0.22 0.35 0.13 59.1% 0.74
ATR 0.38 0.38 0.00 -0.5% 0.00
Volume 1,118 177 -941 -84.2% 1,272
Daily Pivots for day following 01-Oct-2007
Classic Woodie Camarilla DeMark
R4 114.10 113.97 113.33
R3 113.75 113.62 113.24
R2 113.40 113.40 113.20
R1 113.27 113.27 113.17 113.34
PP 113.05 113.05 113.05 113.08
S1 112.92 112.92 113.11 112.99
S2 112.70 112.70 113.08
S3 112.35 112.57 113.04
S4 112.00 112.22 112.95
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 115.16 114.85 113.48
R3 114.42 114.11 113.27
R2 113.68 113.68 113.21
R1 113.37 113.37 113.14 113.53
PP 112.94 112.94 112.94 113.01
S1 112.63 112.63 113.00 112.79
S2 112.20 112.20 112.93
S3 111.46 111.89 112.87
S4 110.72 111.15 112.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.24 112.50 0.74 0.7% 0.28 0.2% 86% False False 279
10 114.14 112.50 1.64 1.4% 0.28 0.3% 39% False False 216
20 115.21 112.50 2.71 2.4% 0.34 0.3% 24% False False 223
40 115.21 111.88 3.33 2.9% 0.17 0.2% 38% False False 338
60 115.21 109.80 5.41 4.8% 0.11 0.1% 62% False False 456
80 115.21 109.45 5.76 5.1% 0.09 0.1% 64% False False 525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 114.67
2.618 114.10
1.618 113.75
1.000 113.53
0.618 113.40
HIGH 113.18
0.618 113.05
0.500 113.01
0.382 112.96
LOW 112.83
0.618 112.61
1.000 112.48
1.618 112.26
2.618 111.91
4.250 111.34
Fisher Pivots for day following 01-Oct-2007
Pivot 1 day 3 day
R1 113.10 113.04
PP 113.05 112.94
S1 113.01 112.84

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

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