Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 114.52 114.42 -0.10 -0.1% 113.99
High 114.55 114.49 -0.06 -0.1% 114.68
Low 114.33 114.20 -0.13 -0.1% 113.94
Close 114.44 114.22 -0.22 -0.2% 114.22
Range 0.22 0.29 0.07 31.8% 0.74
ATR 0.44 0.43 -0.01 -2.5% 0.00
Volume 709 198 -511 -72.1% 2,685
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 115.17 114.99 114.38
R3 114.88 114.70 114.30
R2 114.59 114.59 114.27
R1 114.41 114.41 114.25 114.36
PP 114.30 114.30 114.30 114.28
S1 114.12 114.12 114.19 114.07
S2 114.01 114.01 114.17
S3 113.72 113.83 114.14
S4 113.43 113.54 114.06
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 116.50 116.10 114.63
R3 115.76 115.36 114.42
R2 115.02 115.02 114.36
R1 114.62 114.62 114.29 114.82
PP 114.28 114.28 114.28 114.38
S1 113.88 113.88 114.15 114.08
S2 113.54 113.54 114.08
S3 112.80 113.14 114.02
S4 112.06 112.40 113.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.68 113.94 0.74 0.6% 0.34 0.3% 38% False False 537
10 114.68 112.00 2.68 2.3% 0.40 0.3% 83% False False 765
20 114.68 112.00 2.68 2.3% 0.39 0.3% 83% False False 685
40 115.21 112.00 3.21 2.8% 0.36 0.3% 69% False False 452
60 115.21 111.88 3.33 2.9% 0.24 0.2% 70% False False 460
80 115.21 109.74 5.47 4.8% 0.18 0.2% 82% False False 517
100 115.21 109.45 5.76 5.0% 0.14 0.1% 83% False False 557
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.72
2.618 115.25
1.618 114.96
1.000 114.78
0.618 114.67
HIGH 114.49
0.618 114.38
0.500 114.35
0.382 114.31
LOW 114.20
0.618 114.02
1.000 113.91
1.618 113.73
2.618 113.44
4.250 112.97
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 114.35 114.44
PP 114.30 114.37
S1 114.26 114.29

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

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