Euro Bund Future March 2008


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 113.29 113.13 -0.16 -0.1% 114.32
High 113.40 113.34 -0.06 -0.1% 114.36
Low 112.85 112.90 0.05 0.0% 112.85
Close 113.24 112.98 -0.26 -0.2% 112.98
Range 0.55 0.44 -0.11 -20.0% 1.51
ATR 0.68 0.66 -0.02 -2.5% 0.00
Volume 1,061,526 805,277 -256,249 -24.1% 4,896,030
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 114.39 114.13 113.22
R3 113.95 113.69 113.10
R2 113.51 113.51 113.06
R1 113.25 113.25 113.02 113.16
PP 113.07 113.07 113.07 113.03
S1 112.81 112.81 112.94 112.72
S2 112.63 112.63 112.90
S3 112.19 112.37 112.86
S4 111.75 111.93 112.74
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 117.93 116.96 113.81
R3 116.42 115.45 113.40
R2 114.91 114.91 113.26
R1 113.94 113.94 113.12 113.67
PP 113.40 113.40 113.40 113.26
S1 112.43 112.43 112.84 112.16
S2 111.89 111.89 112.70
S3 110.38 110.92 112.56
S4 108.87 109.41 112.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.36 112.85 1.51 1.3% 0.75 0.7% 9% False False 979,206
10 115.89 112.85 3.04 2.7% 0.73 0.6% 4% False False 1,044,641
20 116.33 112.85 3.48 3.1% 0.69 0.6% 4% False False 544,299
40 116.33 112.85 3.48 3.1% 0.56 0.5% 4% False False 273,432
60 116.33 112.00 4.33 3.8% 0.50 0.4% 23% False False 182,493
80 116.33 112.00 4.33 3.8% 0.44 0.4% 23% False False 136,923
100 116.33 111.88 4.45 3.9% 0.35 0.3% 25% False False 109,677
120 116.33 109.67 6.66 5.9% 0.29 0.3% 50% False False 91,494
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 115.21
2.618 114.49
1.618 114.05
1.000 113.78
0.618 113.61
HIGH 113.34
0.618 113.17
0.500 113.12
0.382 113.07
LOW 112.90
0.618 112.63
1.000 112.46
1.618 112.19
2.618 111.75
4.250 111.03
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 113.12 113.41
PP 113.07 113.27
S1 113.03 113.12

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

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