Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 115.06 114.81 -0.25 -0.2% 115.18
High 115.22 115.70 0.48 0.4% 115.29
Low 114.80 114.81 0.01 0.0% 114.29
Close 115.00 115.50 0.50 0.4% 115.00
Range 0.42 0.89 0.47 111.9% 1.00
ATR 0.47 0.50 0.03 6.4% 0.00
Volume 11,319 11,998 679 6.0% 30,233
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 118.01 117.64 115.99
R3 117.12 116.75 115.74
R2 116.23 116.23 115.66
R1 115.86 115.86 115.58 116.05
PP 115.34 115.34 115.34 115.43
S1 114.97 114.97 115.42 115.16
S2 114.45 114.45 115.34
S3 113.56 114.08 115.26
S4 112.67 113.19 115.01
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 117.86 117.43 115.55
R3 116.86 116.43 115.28
R2 115.86 115.86 115.18
R1 115.43 115.43 115.09 115.15
PP 114.86 114.86 114.86 114.72
S1 114.43 114.43 114.91 114.15
S2 113.86 113.86 114.82
S3 112.86 113.43 114.73
S4 111.86 112.43 114.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.70 114.29 1.41 1.2% 0.53 0.5% 86% True False 7,230
10 115.70 114.08 1.62 1.4% 0.49 0.4% 88% True False 5,237
20 115.70 113.08 2.62 2.3% 0.45 0.4% 92% True False 3,159
40 115.70 112.00 3.70 3.2% 0.42 0.4% 95% True False 1,889
60 115.70 112.00 3.70 3.2% 0.37 0.3% 95% True False 1,331
80 115.70 111.88 3.82 3.3% 0.28 0.2% 95% True False 1,141
100 115.70 109.67 6.03 5.2% 0.22 0.2% 97% True False 1,049
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 0.10
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 119.48
2.618 118.03
1.618 117.14
1.000 116.59
0.618 116.25
HIGH 115.70
0.618 115.36
0.500 115.26
0.382 115.15
LOW 114.81
0.618 114.26
1.000 113.92
1.618 113.37
2.618 112.48
4.250 111.03
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 115.42 115.37
PP 115.34 115.24
S1 115.26 115.12

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

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