Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 29-Nov-2007
Day Change Summary
Previous Current
28-Nov-2007 29-Nov-2007 Change Change % Previous Week
Open 115.51 114.82 -0.69 -0.6% 114.81
High 115.52 115.42 -0.10 -0.1% 115.98
Low 114.78 114.78 0.00 0.0% 114.81
Close 114.93 115.26 0.33 0.3% 115.66
Range 0.74 0.64 -0.10 -13.5% 1.17
ATR 0.56 0.56 0.01 1.1% 0.00
Volume 85,077 93,372 8,295 9.7% 61,547
Daily Pivots for day following 29-Nov-2007
Classic Woodie Camarilla DeMark
R4 117.07 116.81 115.61
R3 116.43 116.17 115.44
R2 115.79 115.79 115.38
R1 115.53 115.53 115.32 115.66
PP 115.15 115.15 115.15 115.22
S1 114.89 114.89 115.20 115.02
S2 114.51 114.51 115.14
S3 113.87 114.25 115.08
S4 113.23 113.61 114.91
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
5 116.33 114.78 1.55 1.3% 0.71 0.6% 31% False True 53,627
10 116.33 114.78 1.55 1.3% 0.60 0.5% 31% False True 32,654
20 116.33 113.85 2.48 2.2% 0.53 0.5% 57% False False 17,907
40 116.33 112.00 4.33 3.8% 0.47 0.4% 75% False False 9,404
60 116.33 112.00 4.33 3.8% 0.43 0.4% 75% False False 6,352
80 116.33 112.00 4.33 3.8% 0.34 0.3% 75% False False 4,870
100 116.33 109.97 6.36 5.5% 0.27 0.2% 83% False False 4,043
120 116.33 109.45 6.88 6.0% 0.23 0.2% 84% False False 3,479
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 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118.14
2.618 117.10
1.618 116.46
1.000 116.06
0.618 115.82
HIGH 115.42
0.618 115.18
0.500 115.10
0.382 115.02
LOW 114.78
0.618 114.38
1.000 114.14
1.618 113.74
2.618 113.10
4.250 112.06
Fisher Pivots for day following 29-Nov-2007
Pivot 1 day 3 day
R1 115.21 115.42
PP 115.15 115.37
S1 115.10 115.31

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

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