Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 123.37 123.94 0.57 0.5% 120.86
High 124.30 124.94 0.64 0.5% 122.08
Low 123.16 123.57 0.41 0.3% 119.90
Close 123.94 124.40 0.46 0.4% 121.76
Range 1.14 1.37 0.23 20.2% 2.18
ATR 0.94 0.97 0.03 3.2% 0.00
Volume 193,265 389,842 196,577 101.7% 170,515
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 128.41 127.78 125.15
R3 127.04 126.41 124.78
R2 125.67 125.67 124.65
R1 125.04 125.04 124.53 125.36
PP 124.30 124.30 124.30 124.46
S1 123.67 123.67 124.27 123.99
S2 122.93 122.93 124.15
S3 121.56 122.30 124.02
S4 120.19 120.93 123.65
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
5 124.94 121.36 3.58 2.9% 1.00 0.8% 85% True False 158,592
10 124.94 119.90 5.04 4.1% 1.05 0.8% 89% True False 92,105
20 124.94 117.45 7.49 6.0% 0.83 0.7% 93% True False 48,066
40 124.94 114.18 10.76 8.6% 0.81 0.6% 95% True False 24,402
60 124.94 113.48 11.46 9.2% 0.81 0.6% 95% True False 16,486
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.76
2.618 128.53
1.618 127.16
1.000 126.31
0.618 125.79
HIGH 124.94
0.618 124.42
0.500 124.26
0.382 124.09
LOW 123.57
0.618 122.72
1.000 122.20
1.618 121.35
2.618 119.98
4.250 117.75
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 124.35 124.07
PP 124.30 123.73
S1 124.26 123.40

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

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