Euro Bund Future December 2008

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	117.84	118.50	0.66	0.6%	116.04
High	118.62	118.70	0.08	0.1%	118.01
Low	117.66	118.01	0.35	0.3%	115.96
Close	118.46	118.33	-0.13	-0.1%	117.74
Range	0.96	0.69	-0.27	-28.1%	2.05
ATR	1.01	0.99	-0.02	-2.3%	0.00
Volume	750,747	646,904	-103,843	-13.8%	3,087,818

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120.42	120.06	118.71
R3	119.73	119.37	118.52
R2	119.04	119.04	118.46
R1	118.68	118.68	118.39	118.52
PP	118.35	118.35	118.35	118.26
S1	117.99	117.99	118.27	117.83
S2	117.66	117.66	118.20
S3	116.97	117.30	118.14
S4	116.28	116.61	117.95

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	123.39	122.61	118.87
R3	121.34	120.56	118.30
R2	119.29	119.29	118.12
R1	118.51	118.51	117.93	118.90
PP	117.24	117.24	117.24	117.43
S1	116.46	116.46	117.55	116.85
S2	115.19	115.19	117.36
S3	113.14	114.41	117.18
S4	111.09	112.36	116.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.70	117.18	1.52	1.3%	0.72	0.6%	76%	True	False	567,924
10	118.70	115.88	2.82	2.4%	0.92	0.8%	87%	True	False	621,829
20	118.70	113.67	5.03	4.3%	0.93	0.8%	93%	True	False	530,582
40	118.70	112.91	5.79	4.9%	0.96	0.8%	94%	True	False	486,740
60	118.70	112.91	5.79	4.9%	0.92	0.8%	94%	True	False	488,710
80	118.70	110.11	8.59	7.3%	0.83	0.7%	96%	True	False	367,115
100	118.70	109.55	9.15	7.7%	0.78	0.7%	96%	True	False	293,825
120	118.70	109.40	9.30	7.9%	0.71	0.6%	96%	True	False	244,889

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	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121.63
2.618	120.51
1.618	119.82
1.000	119.39
0.618	119.13
HIGH	118.70
0.618	118.44
0.500	118.36
0.382	118.27
LOW	118.01
0.618	117.58
1.000	117.32
1.618	116.89
2.618	116.20
4.250	115.08

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	118.36	118.26
PP	118.35	118.20
S1	118.34	118.13

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