Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 114.42 114.34 -0.08 -0.1% 113.99
High 114.49 114.36 -0.13 -0.1% 114.68
Low 114.20 114.25 0.05 0.0% 113.94
Close 114.22 114.35 0.13 0.1% 114.22
Range 0.29 0.11 -0.18 -62.1% 0.74
ATR 0.43 0.41 -0.02 -4.8% 0.00
Volume 198 1,717 1,519 767.2% 2,685
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 114.65 114.61 114.41
R3 114.54 114.50 114.38
R2 114.43 114.43 114.37
R1 114.39 114.39 114.36 114.41
PP 114.32 114.32 114.32 114.33
S1 114.28 114.28 114.34 114.30
S2 114.21 114.21 114.33
S3 114.10 114.17 114.32
S4 113.99 114.06 114.29
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
5 114.68 114.02 0.66 0.6% 0.25 0.2% 50% False False 854
10 114.68 112.05 2.63 2.3% 0.39 0.3% 87% False False 909
20 114.68 112.00 2.68 2.3% 0.38 0.3% 88% False False 762
40 115.21 112.00 3.21 2.8% 0.36 0.3% 73% False False 493
60 115.21 111.88 3.33 2.9% 0.24 0.2% 74% False False 479
80 115.21 109.80 5.41 4.7% 0.18 0.2% 84% False False 533
100 115.21 109.45 5.76 5.0% 0.14 0.1% 85% False False 573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 114.83
2.618 114.65
1.618 114.54
1.000 114.47
0.618 114.43
HIGH 114.36
0.618 114.32
0.500 114.31
0.382 114.29
LOW 114.25
0.618 114.18
1.000 114.14
1.618 114.07
2.618 113.96
4.250 113.78
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 114.34 114.38
PP 114.32 114.37
S1 114.31 114.36

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

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