Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 114.42 114.78 0.36 0.3% 114.80
High 115.55 115.30 -0.25 -0.2% 115.55
Low 114.42 114.76 0.34 0.3% 114.18
Close 115.16 115.19 0.03 0.0% 115.16
Range 1.13 0.54 -0.59 -52.2% 1.37
ATR 0.88 0.86 -0.02 -2.8% 0.00
Volume 270 20 -250 -92.6% 1,313
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 116.70 116.49 115.49
R3 116.16 115.95 115.34
R2 115.62 115.62 115.29
R1 115.41 115.41 115.24 115.52
PP 115.08 115.08 115.08 115.14
S1 114.87 114.87 115.14 114.98
S2 114.54 114.54 115.09
S3 114.00 114.33 115.04
S4 113.46 113.79 114.89
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 119.07 118.49 115.91
R3 117.70 117.12 115.54
R2 116.33 116.33 115.41
R1 115.75 115.75 115.29 116.04
PP 114.96 114.96 114.96 115.11
S1 114.38 114.38 115.03 114.67
S2 113.59 113.59 114.91
S3 112.22 113.01 114.78
S4 110.85 111.64 114.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.55 114.18 1.37 1.2% 0.54 0.5% 74% False False 256
10 118.19 114.18 4.01 3.5% 0.76 0.7% 25% False False 615
20 118.19 113.74 4.45 3.9% 0.79 0.7% 33% False False 579
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117.60
2.618 116.71
1.618 116.17
1.000 115.84
0.618 115.63
HIGH 115.30
0.618 115.09
0.500 115.03
0.382 114.97
LOW 114.76
0.618 114.43
1.000 114.22
1.618 113.89
2.618 113.35
4.250 112.47
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 115.14 115.08
PP 115.08 114.97
S1 115.03 114.87

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

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