Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
22-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 115.58 115.84 0.26 0.2% 114.81
High 115.90 115.98 0.08 0.1% 115.98
Low 115.58 115.49 -0.09 -0.1% 114.81
Close 115.82 115.66 -0.16 -0.1% 115.66
Range 0.32 0.49 0.17 53.1% 1.17
ATR 0.49 0.49 0.00 0.0% 0.00
Volume 3,262 14,460 11,198 343.3% 61,547
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 117.18 116.91 115.93
R3 116.69 116.42 115.79
R2 116.20 116.20 115.75
R1 115.93 115.93 115.70 115.82
PP 115.71 115.71 115.71 115.66
S1 115.44 115.44 115.62 115.33
S2 115.22 115.22 115.57
S3 114.73 114.95 115.53
S4 114.24 114.46 115.39
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 118.99 118.50 116.30
R3 117.82 117.33 115.98
R2 116.65 116.65 115.87
R1 116.16 116.16 115.77 116.41
PP 115.48 115.48 115.48 115.61
S1 114.99 114.99 115.55 115.24
S2 114.31 114.31 115.45
S3 113.14 113.82 115.34
S4 111.97 112.65 115.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.98 114.81 1.17 1.0% 0.51 0.4% 73% True False 12,309
10 115.98 114.29 1.69 1.5% 0.46 0.4% 81% True False 9,178
20 115.98 113.08 2.90 2.5% 0.48 0.4% 89% True False 5,508
40 115.98 112.00 3.98 3.4% 0.43 0.4% 92% True False 3,097
60 115.98 112.00 3.98 3.4% 0.40 0.3% 92% True False 2,137
80 115.98 111.88 4.10 3.5% 0.30 0.3% 92% True False 1,722
100 115.98 109.74 6.24 5.4% 0.24 0.2% 95% True False 1,515
120 115.98 109.45 6.53 5.6% 0.20 0.2% 95% True False 1,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118.06
2.618 117.26
1.618 116.77
1.000 116.47
0.618 116.28
HIGH 115.98
0.618 115.79
0.500 115.74
0.382 115.68
LOW 115.49
0.618 115.19
1.000 115.00
1.618 114.70
2.618 114.21
4.250 113.41
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 115.74 115.72
PP 115.71 115.70
S1 115.69 115.68

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

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