Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 113.00 113.38 0.38 0.3% 112.85
High 113.34 113.40 0.06 0.1% 113.24
Low 112.83 113.03 0.20 0.2% 112.50
Close 113.13 112.99 -0.14 -0.1% 113.07
Range 0.51 0.37 -0.14 -27.5% 0.74
ATR 0.39 0.39 0.00 -0.3% 0.00
Volume 340 539 199 58.5% 1,272
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 114.25 113.99 113.19
R3 113.88 113.62 113.09
R2 113.51 113.51 113.06
R1 113.25 113.25 113.02 113.20
PP 113.14 113.14 113.14 113.11
S1 112.88 112.88 112.96 112.83
S2 112.77 112.77 112.92
S3 112.40 112.51 112.89
S4 112.03 112.14 112.79
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
5 113.40 112.50 0.90 0.8% 0.34 0.3% 54% True False 441
10 113.52 112.50 1.02 0.9% 0.31 0.3% 48% False False 298
20 115.21 112.50 2.71 2.4% 0.35 0.3% 18% False False 240
40 115.21 112.17 3.04 2.7% 0.19 0.2% 27% False False 331
60 115.21 109.97 5.24 4.6% 0.13 0.1% 58% False False 467
80 115.21 109.45 5.76 5.1% 0.10 0.1% 61% False False 514
Crabel Price Patterns
NR True
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 True
Stretch 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.97
2.618 114.37
1.618 114.00
1.000 113.77
0.618 113.63
HIGH 113.40
0.618 113.26
0.500 113.22
0.382 113.17
LOW 113.03
0.618 112.80
1.000 112.66
1.618 112.43
2.618 112.06
4.250 111.46
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 113.22 113.12
PP 113.14 113.07
S1 113.07 113.03

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

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