Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 123.94 124.67 0.73 0.6% 120.86
High 124.94 125.39 0.45 0.4% 122.08
Low 123.57 123.63 0.06 0.0% 119.90
Close 124.40 123.88 -0.52 -0.4% 121.76
Range 1.37 1.76 0.39 28.5% 2.18
ATR 0.97 1.03 0.06 5.8% 0.00
Volume 389,842 628,776 238,934 61.3% 170,515
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 129.58 128.49 124.85
R3 127.82 126.73 124.36
R2 126.06 126.06 124.20
R1 124.97 124.97 124.04 124.64
PP 124.30 124.30 124.30 124.13
S1 123.21 123.21 123.72 122.88
S2 122.54 122.54 123.56
S3 120.78 121.45 123.40
S4 119.02 119.69 122.91
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
5 125.39 121.73 3.66 3.0% 1.26 1.0% 59% True False 280,113
10 125.39 119.90 5.49 4.4% 1.10 0.9% 72% True False 152,726
20 125.39 117.50 7.89 6.4% 0.89 0.7% 81% True False 79,461
40 125.39 114.18 11.21 9.0% 0.83 0.7% 87% True False 40,118
60 125.39 113.48 11.91 9.6% 0.83 0.7% 87% True False 26,960
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 0.27
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 132.87
2.618 130.00
1.618 128.24
1.000 127.15
0.618 126.48
HIGH 125.39
0.618 124.72
0.500 124.51
0.382 124.30
LOW 123.63
0.618 122.54
1.000 121.87
1.618 120.78
2.618 119.02
4.250 116.15
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 124.51 124.28
PP 124.30 124.14
S1 124.09 124.01

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

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