Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 118.71 118.95 0.24 0.2% 117.63
High 118.92 119.33 0.41 0.3% 118.90
Low 118.53 118.86 0.33 0.3% 117.50
Close 118.86 118.87 0.01 0.0% 118.91
Range 0.39 0.47 0.08 20.5% 1.40
ATR 0.76 0.74 -0.02 -2.7% 0.00
Volume 1,207 2,160 953 79.0% 23,177
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 120.43 120.12 119.13
R3 119.96 119.65 119.00
R2 119.49 119.49 118.96
R1 119.18 119.18 118.91 119.10
PP 119.02 119.02 119.02 118.98
S1 118.71 118.71 118.83 118.63
S2 118.55 118.55 118.78
S3 118.08 118.24 118.74
S4 117.61 117.77 118.61
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 122.64 122.17 119.68
R3 121.24 120.77 119.30
R2 119.84 119.84 119.17
R1 119.37 119.37 119.04 119.61
PP 118.44 118.44 118.44 118.55
S1 117.97 117.97 118.78 118.21
S2 117.04 117.04 118.65
S3 115.64 116.57 118.53
S4 114.24 115.17 118.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.33 117.85 1.48 1.2% 0.64 0.5% 69% True False 4,723
10 119.33 116.46 2.87 2.4% 0.60 0.5% 84% True False 2,829
20 119.33 116.00 3.33 2.8% 0.73 0.6% 86% True False 1,902
40 119.33 113.74 5.59 4.7% 0.77 0.7% 92% True False 1,321
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.33
2.618 120.56
1.618 120.09
1.000 119.80
0.618 119.62
HIGH 119.33
0.618 119.15
0.500 119.10
0.382 119.04
LOW 118.86
0.618 118.57
1.000 118.39
1.618 118.10
2.618 117.63
4.250 116.86
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 119.10 118.80
PP 119.02 118.73
S1 118.95 118.67

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

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