Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	122.80	123.76	0.96	0.8%	122.56
High	122.89	124.06	1.17	1.0%	124.06
Low	122.53	123.30	0.77	0.6%	122.27
Close	122.65	123.48	0.83	0.7%	123.48
Range	0.36	0.76	0.40	111.1%	1.79
ATR	0.57	0.63	0.06	10.6%	0.00
Volume	646,060	891,244	245,184	38.0%	2,629,403

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.89	125.45	123.90
R3	125.13	124.69	123.69
R2	124.37	124.37	123.62
R1	123.93	123.93	123.55	123.77
PP	123.61	123.61	123.61	123.54
S1	123.17	123.17	123.41	123.01
S2	122.85	122.85	123.34
S3	122.09	122.41	123.27
S4	121.33	121.65	123.06

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	128.64	127.85	124.46
R3	126.85	126.06	123.97
R2	125.06	125.06	123.81
R1	124.27	124.27	123.64	124.67
PP	123.27	123.27	123.27	123.47
S1	122.48	122.48	123.32	122.88
S2	121.48	121.48	123.15
S3	119.69	120.69	122.99
S4	117.90	118.90	122.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.06	122.21	1.85	1.5%	0.45	0.4%	69%	True	False	661,889
10	124.06	121.16	2.90	2.3%	0.51	0.4%	80%	True	False	678,684
20	124.06	120.66	3.40	2.8%	0.60	0.5%	83%	True	False	723,130
40	124.06	120.51	3.55	2.9%	0.59	0.5%	84%	True	False	746,460
60	124.06	119.85	4.21	3.4%	0.61	0.5%	86%	True	False	731,182
80	124.06	118.61	5.45	4.4%	0.61	0.5%	89%	True	False	555,803
100	124.06	118.61	5.45	4.4%	0.60	0.5%	89%	True	False	444,883
120	124.06	116.44	7.62	6.2%	0.56	0.5%	92%	True	False	370,748

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	127.29
2.618	126.05
1.618	125.29
1.000	124.82
0.618	124.53
HIGH	124.06
0.618	123.77
0.500	123.68
0.382	123.59
LOW	123.30
0.618	122.83
1.000	122.54
1.618	122.07
2.618	121.31
4.250	120.07

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	123.68	123.41
PP	123.61	123.34
S1	123.55	123.27

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