Euro Bund Future March 2008

Trading Metrics calculated at close of trading on 03-Jan-2008

Day Change Summary
	Previous	Current
	02-Jan-2008	03-Jan-2008	Change	Change %	Previous Week
Open	113.14	114.08	0.94	0.8%	112.90
High	114.41	114.56	0.15	0.1%	113.19
Low	112.85	114.05	1.20	1.1%	112.60
Close	114.13	114.37	0.24	0.2%	113.11
Range	1.56	0.51	-1.05	-67.3%	0.59
ATR	0.66	0.65	-0.01	-1.7%	0.00
Volume	749,150	986,029	236,879	31.6%	508,585

Daily Pivots for day following 03-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	115.86	115.62	114.65
R3	115.35	115.11	114.51
R2	114.84	114.84	114.46
R1	114.60	114.60	114.42	114.72
PP	114.33	114.33	114.33	114.39
S1	114.09	114.09	114.32	114.21
S2	113.82	113.82	114.28
S3	113.31	113.58	114.23
S4	112.80	113.07	114.09

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	114.74	114.51	113.43
R3	114.15	113.92	113.27
R2	113.56	113.56	113.22
R1	113.33	113.33	113.16	113.45
PP	112.97	112.97	112.97	113.02
S1	112.74	112.74	113.06	112.86
S2	112.38	112.38	113.00
S3	111.79	112.15	112.95
S4	111.20	111.56	112.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.56	112.60	1.96	1.7%	0.70	0.6%	90%	True	False	527,665
10	114.56	112.60	1.96	1.7%	0.58	0.5%	90%	True	False	573,994
20	115.89	112.60	3.29	2.9%	0.68	0.6%	54%	False	False	775,271
40	116.33	112.60	3.73	3.3%	0.60	0.5%	47%	False	False	396,589
60	116.33	112.00	4.33	3.8%	0.54	0.5%	55%	False	False	264,693
80	116.33	112.00	4.33	3.8%	0.49	0.4%	55%	False	False	198,582
100	116.33	112.00	4.33	3.8%	0.40	0.4%	55%	False	False	158,950
120	116.33	109.97	6.36	5.6%	0.34	0.3%	69%	False	False	132,581

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	0.14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116.73
2.618	115.90
1.618	115.39
1.000	115.07
0.618	114.88
HIGH	114.56
0.618	114.37
0.500	114.31
0.382	114.24
LOW	114.05
0.618	113.73
1.000	113.54
1.618	113.22
2.618	112.71
4.250	111.88

Fisher Pivots for day following 03-Jan-2008
Pivot	1 day	3 day
R1	114.35	114.12
PP	114.33	113.87
S1	114.31	113.62

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols