Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 112.03 112.19 0.16 0.1% 112.82
High 112.21 112.23 0.02 0.0% 113.10
Low 112.00 112.05 0.05 0.0% 112.02
Close 112.14 112.09 -0.05 0.0% 112.16
Range 0.21 0.18 -0.03 -14.3% 1.08
ATR 0.39 0.37 -0.01 -3.8% 0.00
Volume 277 1,320 1,043 376.5% 3,642
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 112.66 112.56 112.19
R3 112.48 112.38 112.14
R2 112.30 112.30 112.12
R1 112.20 112.20 112.11 112.16
PP 112.12 112.12 112.12 112.11
S1 112.02 112.02 112.07 111.98
S2 111.94 111.94 112.06
S3 111.76 111.84 112.04
S4 111.58 111.66 111.99
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 115.67 114.99 112.75
R3 114.59 113.91 112.46
R2 113.51 113.51 112.36
R1 112.83 112.83 112.26 112.63
PP 112.43 112.43 112.43 112.33
S1 111.75 111.75 112.06 111.55
S2 111.35 111.35 111.96
S3 110.27 110.67 111.86
S4 109.19 109.59 111.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.95 112.00 0.95 0.8% 0.27 0.2% 9% False False 988
10 113.50 112.00 1.50 1.3% 0.33 0.3% 6% False False 713
20 113.95 112.00 1.95 1.7% 0.32 0.3% 5% False False 481
40 115.21 112.00 3.21 2.9% 0.27 0.2% 3% False False 375
60 115.21 111.88 3.33 3.0% 0.18 0.2% 6% False False 500
80 115.21 109.67 5.54 4.9% 0.13 0.1% 44% False False 509
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113.00
2.618 112.70
1.618 112.52
1.000 112.41
0.618 112.34
HIGH 112.23
0.618 112.16
0.500 112.14
0.382 112.12
LOW 112.05
0.618 111.94
1.000 111.87
1.618 111.76
2.618 111.58
4.250 111.29
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 112.14 112.29
PP 112.12 112.22
S1 112.11 112.16

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

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