Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 12-Nov-2007
Day Change Summary
Previous Current
09-Nov-2007 12-Nov-2007 Change Change % Previous Week
Open 114.76 115.18 0.42 0.4% 114.34
High 115.20 115.29 0.09 0.1% 115.20
Low 114.64 114.95 0.31 0.3% 114.08
Close 115.17 115.03 -0.14 -0.1% 115.17
Range 0.56 0.34 -0.22 -39.3% 1.12
ATR 0.48 0.47 -0.01 -2.0% 0.00
Volume 2,279 6,077 3,798 166.7% 10,504
Daily Pivots for day following 12-Nov-2007
Classic Woodie Camarilla DeMark
R4 116.11 115.91 115.22
R3 115.77 115.57 115.12
R2 115.43 115.43 115.09
R1 115.23 115.23 115.06 115.16
PP 115.09 115.09 115.09 115.06
S1 114.89 114.89 115.00 114.82
S2 114.75 114.75 114.97
S3 114.41 114.55 114.94
S4 114.07 114.21 114.84
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 118.18 117.79 115.79
R3 117.06 116.67 115.48
R2 115.94 115.94 115.38
R1 115.55 115.55 115.27 115.75
PP 114.82 114.82 114.82 114.91
S1 114.43 114.43 115.07 114.63
S2 113.70 113.70 114.96
S3 112.58 113.31 114.86
S4 111.46 112.19 114.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.29 114.08 1.21 1.1% 0.44 0.4% 79% True False 3,244
10 115.29 113.08 2.21 1.9% 0.52 0.4% 88% True False 2,275
20 115.29 112.05 3.24 2.8% 0.45 0.4% 92% True False 1,592
40 115.29 112.00 3.29 2.9% 0.39 0.3% 92% True False 1,004
60 115.29 112.00 3.29 2.9% 0.33 0.3% 92% True False 764
80 115.29 111.76 3.53 3.1% 0.24 0.2% 93% True False 760
100 115.29 109.67 5.62 4.9% 0.20 0.2% 95% True False 726
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.74
2.618 116.18
1.618 115.84
1.000 115.63
0.618 115.50
HIGH 115.29
0.618 115.16
0.500 115.12
0.382 115.08
LOW 114.95
0.618 114.74
1.000 114.61
1.618 114.40
2.618 114.06
4.250 113.51
Fisher Pivots for day following 12-Nov-2007
Pivot 1 day 3 day
R1 115.12 114.98
PP 115.09 114.93
S1 115.06 114.88

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

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