Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 124.24 123.77 -0.47 -0.4% 122.07
High 124.87 123.95 -0.92 -0.7% 125.39
Low 123.84 122.84 -1.00 -0.8% 121.85
Close 124.40 123.02 -1.38 -1.1% 124.40
Range 1.03 1.11 0.08 7.8% 3.54
ATR 1.03 1.07 0.04 3.7% 0.00
Volume 798,928 565,977 -232,951 -29.2% 2,142,108
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 126.60 125.92 123.63
R3 125.49 124.81 123.33
R2 124.38 124.38 123.22
R1 123.70 123.70 123.12 123.49
PP 123.27 123.27 123.27 123.16
S1 122.59 122.59 122.92 122.38
S2 122.16 122.16 122.82
S3 121.05 121.48 122.71
S4 119.94 120.37 122.41
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 134.50 132.99 126.35
R3 130.96 129.45 125.37
R2 127.42 127.42 125.05
R1 125.91 125.91 124.72 126.67
PP 123.88 123.88 123.88 124.26
S1 122.37 122.37 124.08 123.13
S2 120.34 120.34 123.75
S3 116.80 118.83 123.43
S4 113.26 115.29 122.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.39 122.84 2.55 2.1% 1.28 1.0% 7% False True 515,357
10 125.39 120.13 5.26 4.3% 1.09 0.9% 55% False False 285,909
20 125.39 117.80 7.59 6.2% 0.95 0.8% 69% False False 147,663
40 125.39 114.18 11.21 9.1% 0.84 0.7% 79% False False 74,239
60 125.39 113.48 11.91 9.7% 0.85 0.7% 80% False False 49,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.67
2.618 126.86
1.618 125.75
1.000 125.06
0.618 124.64
HIGH 123.95
0.618 123.53
0.500 123.40
0.382 123.26
LOW 122.84
0.618 122.15
1.000 121.73
1.618 121.04
2.618 119.93
4.250 118.12
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 123.40 124.12
PP 123.27 123.75
S1 123.15 123.39

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

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