Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 112.92 112.50 -0.42 -0.4% 113.04
High 112.95 112.58 -0.37 -0.3% 113.50
Low 112.76 112.37 -0.39 -0.3% 112.77
Close 112.75 112.46 -0.29 -0.3% 112.84
Range 0.19 0.21 0.02 10.5% 0.73
ATR 0.39 0.39 0.00 -0.1% 0.00
Volume 527 1,205 678 128.7% 2,416
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 113.10 112.99 112.58
R3 112.89 112.78 112.52
R2 112.68 112.68 112.50
R1 112.57 112.57 112.48 112.52
PP 112.47 112.47 112.47 112.45
S1 112.36 112.36 112.44 112.31
S2 112.26 112.26 112.42
S3 112.05 112.15 112.40
S4 111.84 111.94 112.34
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
5 113.50 112.37 1.13 1.0% 0.30 0.3% 8% False True 612
10 113.50 112.37 1.13 1.0% 0.35 0.3% 8% False True 556
20 114.83 112.37 2.46 2.2% 0.31 0.3% 4% False True 342
40 115.21 112.37 2.84 2.5% 0.24 0.2% 3% False True 354
60 115.21 111.63 3.58 3.2% 0.16 0.1% 23% False False 454
80 115.21 109.51 5.70 5.1% 0.12 0.1% 52% False False 506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.47
2.618 113.13
1.618 112.92
1.000 112.79
0.618 112.71
HIGH 112.58
0.618 112.50
0.500 112.48
0.382 112.45
LOW 112.37
0.618 112.24
1.000 112.16
1.618 112.03
2.618 111.82
4.250 111.48
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 112.48 112.74
PP 112.47 112.64
S1 112.47 112.55

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

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