Euro Bund Future December 2008

Trading Metrics calculated at close of trading on 14-Nov-2008

Day Change Summary
	Previous	Current
	13-Nov-2008	14-Nov-2008	Change	Change %	Previous Week
Open	118.50	118.15	-0.35	-0.3%	117.54
High	118.70	118.82	0.12	0.1%	118.82
Low	118.01	117.78	-0.23	-0.2%	117.18
Close	118.33	118.76	0.43	0.4%	118.76
Range	0.69	1.04	0.35	50.7%	1.64
ATR	0.99	0.99	0.00	0.4%	0.00
Volume	646,904	583,770	-63,134	-9.8%	2,847,600

Daily Pivots for day following 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.57	121.21	119.33
R3	120.53	120.17	119.05
R2	119.49	119.49	118.95
R1	119.13	119.13	118.86	119.31
PP	118.45	118.45	118.45	118.55
S1	118.09	118.09	118.66	118.27
S2	117.41	117.41	118.57
S3	116.37	117.05	118.47
S4	115.33	116.01	118.19

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	123.17	122.61	119.66
R3	121.53	120.97	119.21
R2	119.89	119.89	119.06
R1	119.33	119.33	118.91	119.61
PP	118.25	118.25	118.25	118.40
S1	117.69	117.69	118.61	117.97
S2	116.61	116.61	118.46
S3	114.97	116.05	118.31
S4	113.33	114.41	117.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.82	117.18	1.64	1.4%	0.80	0.7%	96%	True	False	569,520
10	118.82	115.96	2.86	2.4%	0.86	0.7%	98%	True	False	593,541
20	118.82	113.87	4.95	4.2%	0.94	0.8%	99%	True	False	559,771
40	118.82	112.91	5.91	5.0%	0.96	0.8%	99%	True	False	501,334
60	118.82	112.91	5.91	5.0%	0.93	0.8%	99%	True	False	498,322
80	118.82	110.27	8.55	7.2%	0.83	0.7%	99%	True	False	374,405
100	118.82	109.55	9.27	7.8%	0.79	0.7%	99%	True	False	299,661
120	118.82	109.40	9.42	7.9%	0.72	0.6%	99%	True	False	249,745

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123.24
2.618	121.54
1.618	120.50
1.000	119.86
0.618	119.46
HIGH	118.82
0.618	118.42
0.500	118.30
0.382	118.18
LOW	117.78
0.618	117.14
1.000	116.74
1.618	116.10
2.618	115.06
4.250	113.36

Fisher Pivots for day following 14-Nov-2008
Pivot	1 day	3 day
R1	118.61	118.59
PP	118.45	118.41
S1	118.30	118.24

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