Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 19-Oct-2007
Day Change Summary
Previous Current
18-Oct-2007 19-Oct-2007 Change Change % Previous Week
Open 112.65 113.25 0.60 0.5% 112.03
High 113.08 114.10 1.02 0.9% 114.10
Low 112.65 113.16 0.51 0.5% 112.00
Close 112.99 113.83 0.84 0.7% 113.83
Range 0.43 0.94 0.51 118.6% 2.10
ATR 0.40 0.45 0.05 12.7% 0.00
Volume 994 735 -259 -26.1% 4,967
Daily Pivots for day following 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 116.52 116.11 114.35
R3 115.58 115.17 114.09
R2 114.64 114.64 114.00
R1 114.23 114.23 113.92 114.44
PP 113.70 113.70 113.70 113.80
S1 113.29 113.29 113.74 113.50
S2 112.76 112.76 113.66
S3 111.82 112.35 113.57
S4 110.88 111.41 113.31
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 119.61 118.82 114.99
R3 117.51 116.72 114.41
R2 115.41 115.41 114.22
R1 114.62 114.62 114.02 115.02
PP 113.31 113.31 113.31 113.51
S1 112.52 112.52 113.64 112.92
S2 111.21 111.21 113.45
S3 109.11 110.42 113.25
S4 107.01 108.32 112.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.10 112.00 2.10 1.8% 0.46 0.4% 87% True False 993
10 114.10 112.00 2.10 1.8% 0.36 0.3% 87% True False 860
20 114.10 112.00 2.10 1.8% 0.37 0.3% 87% True False 614
40 115.21 112.00 3.21 2.8% 0.31 0.3% 57% False False 414
60 115.21 111.88 3.33 2.9% 0.21 0.2% 59% False False 508
80 115.21 109.67 5.54 4.9% 0.16 0.1% 75% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 118.10
2.618 116.56
1.618 115.62
1.000 115.04
0.618 114.68
HIGH 114.10
0.618 113.74
0.500 113.63
0.382 113.52
LOW 113.16
0.618 112.58
1.000 112.22
1.618 111.64
2.618 110.70
4.250 109.17
Fisher Pivots for day following 19-Oct-2007
Pivot 1 day 3 day
R1 113.76 113.58
PP 113.70 113.33
S1 113.63 113.08

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

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