Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 121.80 122.07 0.27 0.2% 120.86
High 122.08 123.54 1.46 1.2% 122.08
Low 121.73 121.85 0.12 0.1% 119.90
Close 121.76 122.88 1.12 0.9% 121.76
Range 0.35 1.69 1.34 382.9% 2.18
ATR 0.84 0.91 0.07 8.0% 0.00
Volume 57,386 131,297 73,911 128.8% 170,515
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 127.83 127.04 123.81
R3 126.14 125.35 123.34
R2 124.45 124.45 123.19
R1 123.66 123.66 123.03 124.06
PP 122.76 122.76 122.76 122.95
S1 121.97 121.97 122.73 122.37
S2 121.07 121.07 122.57
S3 119.38 120.28 122.42
S4 117.69 118.59 121.95
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
5 123.54 120.13 3.41 2.8% 0.89 0.7% 81% True False 56,460
10 123.54 118.86 4.68 3.8% 0.94 0.8% 86% True False 35,238
20 123.54 116.46 7.08 5.8% 0.76 0.6% 91% True False 18,991
40 123.54 114.18 9.36 7.6% 0.80 0.6% 93% True False 9,941
60 123.54 113.48 10.06 8.2% 0.78 0.6% 93% True False 6,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 130.72
2.618 127.96
1.618 126.27
1.000 125.23
0.618 124.58
HIGH 123.54
0.618 122.89
0.500 122.70
0.382 122.50
LOW 121.85
0.618 120.81
1.000 120.16
1.618 119.12
2.618 117.43
4.250 114.67
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 122.82 122.74
PP 122.76 122.59
S1 122.70 122.45

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

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