Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 112.95 113.39 0.44 0.4% 113.04
High 113.44 113.50 0.06 0.1% 113.50
Low 112.95 112.77 -0.18 -0.2% 112.77
Close 113.30 112.84 -0.46 -0.4% 112.84
Range 0.49 0.73 0.24 49.0% 0.73
ATR 0.39 0.42 0.02 6.1% 0.00
Volume 328 1,032 704 214.6% 2,416
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 115.23 114.76 113.24
R3 114.50 114.03 113.04
R2 113.77 113.77 112.97
R1 113.30 113.30 112.91 113.17
PP 113.04 113.04 113.04 112.97
S1 112.57 112.57 112.77 112.44
S2 112.31 112.31 112.71
S3 111.58 111.84 112.64
S4 110.85 111.11 112.44
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 115.23 114.76 113.24
R3 114.50 114.03 113.04
R2 113.77 113.77 112.97
R1 113.30 113.30 112.91 113.17
PP 113.04 113.04 113.04 112.97
S1 112.57 112.57 112.77 112.44
S2 112.31 112.31 112.71
S3 111.58 111.84 112.64
S4 110.85 111.11 112.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.50 112.77 0.73 0.6% 0.49 0.4% 10% True True 483
10 113.50 112.50 1.00 0.9% 0.37 0.3% 34% True False 368
20 115.21 112.50 2.71 2.4% 0.35 0.3% 13% False False 297
40 115.21 112.35 2.86 2.5% 0.22 0.2% 17% False False 355
60 115.21 110.17 5.04 4.5% 0.15 0.1% 53% False False 477
80 115.21 109.45 5.76 5.1% 0.11 0.1% 59% False False 522
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 0.06
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 116.60
2.618 115.41
1.618 114.68
1.000 114.23
0.618 113.95
HIGH 113.50
0.618 113.22
0.500 113.14
0.382 113.05
LOW 112.77
0.618 112.32
1.000 112.04
1.618 111.59
2.618 110.86
4.250 109.67
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 113.14 113.14
PP 113.04 113.04
S1 112.94 112.94

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

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