Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 114.81 115.43 0.62 0.5% 115.18
High 115.70 115.60 -0.10 -0.1% 115.29
Low 114.81 115.18 0.37 0.3% 114.29
Close 115.50 115.22 -0.28 -0.2% 115.00
Range 0.89 0.42 -0.47 -52.8% 1.00
ATR 0.50 0.49 -0.01 -1.1% 0.00
Volume 11,998 11,386 -612 -5.1% 30,233
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 116.59 116.33 115.45
R3 116.17 115.91 115.34
R2 115.75 115.75 115.30
R1 115.49 115.49 115.26 115.41
PP 115.33 115.33 115.33 115.30
S1 115.07 115.07 115.18 114.99
S2 114.91 114.91 115.14
S3 114.49 114.65 115.10
S4 114.07 114.23 114.99
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% 0.52 0.5% 66% False False 8,651
10 115.70 114.27 1.43 1.2% 0.50 0.4% 66% False False 6,218
20 115.70 113.08 2.62 2.3% 0.47 0.4% 82% False False 3,654
40 115.70 112.00 3.70 3.2% 0.42 0.4% 87% False False 2,172
60 115.70 112.00 3.70 3.2% 0.38 0.3% 87% False False 1,521
80 115.70 111.88 3.82 3.3% 0.28 0.2% 87% False False 1,267
100 115.70 109.67 6.03 5.2% 0.23 0.2% 92% False False 1,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.39
2.618 116.70
1.618 116.28
1.000 116.02
0.618 115.86
HIGH 115.60
0.618 115.44
0.500 115.39
0.382 115.34
LOW 115.18
0.618 114.92
1.000 114.76
1.618 114.50
2.618 114.08
4.250 113.40
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 115.39 115.25
PP 115.33 115.24
S1 115.28 115.23

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

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