Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 115.61 116.02 0.41 0.4% 114.81
High 116.33 116.06 -0.27 -0.2% 115.98
Low 115.37 115.34 -0.03 0.0% 114.81
Close 115.72 115.57 -0.15 -0.1% 115.66
Range 0.96 0.72 -0.24 -25.0% 1.17
ATR 0.52 0.54 0.01 2.7% 0.00
Volume 41,817 33,413 -8,404 -20.1% 61,547
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 117.82 117.41 115.97
R3 117.10 116.69 115.77
R2 116.38 116.38 115.70
R1 115.97 115.97 115.64 115.82
PP 115.66 115.66 115.66 115.58
S1 115.25 115.25 115.50 115.10
S2 114.94 114.94 115.44
S3 114.22 114.53 115.37
S4 113.50 113.81 115.17
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
5 116.33 115.34 0.99 0.9% 0.58 0.5% 23% False True 22,678
10 116.33 114.29 2.04 1.8% 0.55 0.5% 63% False False 15,664
20 116.33 113.08 3.25 2.8% 0.55 0.5% 77% False False 9,172
40 116.33 112.00 4.33 3.7% 0.45 0.4% 82% False False 4,965
60 116.33 112.00 4.33 3.7% 0.42 0.4% 82% False False 3,384
80 116.33 111.88 4.45 3.9% 0.32 0.3% 83% False False 2,649
100 116.33 109.97 6.36 5.5% 0.26 0.2% 88% False False 2,263
120 116.33 109.45 6.88 6.0% 0.21 0.2% 89% False False 2,003
Crabel Price Patterns
NR True
NR4 False
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.12
2.618 117.94
1.618 117.22
1.000 116.78
0.618 116.50
HIGH 116.06
0.618 115.78
0.500 115.70
0.382 115.62
LOW 115.34
0.618 114.90
1.000 114.62
1.618 114.18
2.618 113.46
4.250 112.28
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 115.70 115.84
PP 115.66 115.75
S1 115.61 115.66

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

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