Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 27-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 27-Nov-2008 Change Change % Previous Week
Open 121.11 121.55 0.44 0.4% 118.71
High 121.76 121.82 0.06 0.0% 121.60
Low 120.95 121.36 0.41 0.3% 118.53
Close 121.64 121.57 -0.07 -0.1% 120.84
Range 0.81 0.46 -0.35 -43.2% 3.07
ATR 0.89 0.86 -0.03 -3.5% 0.00
Volume 42,654 21,172 -21,482 -50.4% 51,782
Daily Pivots for day following 27-Nov-2008
Classic Woodie Camarilla DeMark
R4 122.96 122.73 121.82
R3 122.50 122.27 121.70
R2 122.04 122.04 121.65
R1 121.81 121.81 121.61 121.93
PP 121.58 121.58 121.58 121.64
S1 121.35 121.35 121.53 121.47
S2 121.12 121.12 121.49
S3 120.66 120.89 121.44
S4 120.20 120.43 121.32
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 129.53 128.26 122.53
R3 126.46 125.19 121.68
R2 123.39 123.39 121.40
R1 122.12 122.12 121.12 122.76
PP 120.32 120.32 120.32 120.64
S1 119.05 119.05 120.56 119.69
S2 117.25 117.25 120.28
S3 114.18 115.98 120.00
S4 111.11 112.91 119.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.82 119.90 1.92 1.6% 0.94 0.8% 87% True False 25,339
10 121.82 118.00 3.82 3.1% 0.86 0.7% 93% True False 16,685
20 121.82 116.00 5.82 4.8% 0.78 0.6% 96% True False 9,642
40 121.82 114.18 7.64 6.3% 0.80 0.7% 97% True False 5,232
60 121.82 113.48 8.34 6.9% 0.76 0.6% 97% True False 3,655
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.17
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123.78
2.618 123.02
1.618 122.56
1.000 122.28
0.618 122.10
HIGH 121.82
0.618 121.64
0.500 121.59
0.382 121.54
LOW 121.36
0.618 121.08
1.000 120.90
1.618 120.62
2.618 120.16
4.250 119.41
Fisher Pivots for day following 27-Nov-2008
Pivot 1 day 3 day
R1 121.59 121.37
PP 121.58 121.17
S1 121.58 120.98

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

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