Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 122.07 123.37 1.30 1.1% 120.86
High 123.54 124.30 0.76 0.6% 122.08
Low 121.85 123.16 1.31 1.1% 119.90
Close 122.88 123.94 1.06 0.9% 121.76
Range 1.69 1.14 -0.55 -32.5% 2.18
ATR 0.91 0.94 0.04 4.1% 0.00
Volume 131,297 193,265 61,968 47.2% 170,515
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 127.22 126.72 124.57
R3 126.08 125.58 124.25
R2 124.94 124.94 124.15
R1 124.44 124.44 124.04 124.69
PP 123.80 123.80 123.80 123.93
S1 123.30 123.30 123.84 123.55
S2 122.66 122.66 123.73
S3 121.52 122.16 123.63
S4 120.38 121.02 123.31
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
5 124.30 120.95 3.35 2.7% 0.89 0.7% 89% True False 89,154
10 124.30 119.24 5.06 4.1% 1.01 0.8% 93% True False 54,349
20 124.30 116.46 7.84 6.3% 0.80 0.6% 95% True False 28,589
40 124.30 114.18 10.12 8.2% 0.81 0.7% 96% True False 14,771
60 124.30 113.48 10.82 8.7% 0.79 0.6% 97% True False 9,989
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 129.15
2.618 127.28
1.618 126.14
1.000 125.44
0.618 125.00
HIGH 124.30
0.618 123.86
0.500 123.73
0.382 123.60
LOW 123.16
0.618 122.46
1.000 122.02
1.618 121.32
2.618 120.18
4.250 118.32
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 123.87 123.63
PP 123.80 123.32
S1 123.73 123.02

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

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