Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
27-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 121.55 121.80 0.25 0.2% 120.86
High 121.82 122.08 0.26 0.2% 122.08
Low 121.36 121.73 0.37 0.3% 119.90
Close 121.57 121.76 0.19 0.2% 121.76
Range 0.46 0.35 -0.11 -23.9% 2.18
ATR 0.86 0.84 -0.03 -2.9% 0.00
Volume 21,172 57,386 36,214 171.0% 170,515
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 122.91 122.68 121.95
R3 122.56 122.33 121.86
R2 122.21 122.21 121.82
R1 121.98 121.98 121.79 121.92
PP 121.86 121.86 121.86 121.83
S1 121.63 121.63 121.73 121.57
S2 121.51 121.51 121.70
S3 121.16 121.28 121.66
S4 120.81 120.93 121.57
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 127.79 126.95 122.96
R3 125.61 124.77 122.36
R2 123.43 123.43 122.16
R1 122.59 122.59 121.96 123.01
PP 121.25 121.25 121.25 121.46
S1 120.41 120.41 121.56 120.83
S2 119.07 119.07 121.36
S3 116.89 118.23 121.16
S4 114.71 116.05 120.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.08 119.90 2.18 1.8% 0.78 0.6% 85% True False 34,103
10 122.08 118.53 3.55 2.9% 0.81 0.7% 91% True False 22,229
20 122.08 116.00 6.08 5.0% 0.72 0.6% 95% True False 12,469
40 122.08 114.18 7.90 6.5% 0.78 0.6% 96% True False 6,665
60 122.08 113.48 8.60 7.1% 0.77 0.6% 96% True False 4,592
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 0.15
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 123.57
2.618 123.00
1.618 122.65
1.000 122.43
0.618 122.30
HIGH 122.08
0.618 121.95
0.500 121.91
0.382 121.86
LOW 121.73
0.618 121.51
1.000 121.38
1.618 121.16
2.618 120.81
4.250 120.24
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 121.91 121.68
PP 121.86 121.60
S1 121.81 121.52

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

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