Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 122.44 122.31 -0.13 -0.1% 122.07
High 122.63 122.80 0.17 0.1% 125.39
Low 121.82 122.05 0.23 0.2% 121.85
Close 122.48 122.42 -0.06 0.0% 124.40
Range 0.81 0.75 -0.06 -7.4% 3.54
ATR 1.08 1.05 -0.02 -2.2% 0.00
Volume 520,294 478,358 -41,936 -8.1% 2,142,108
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 124.67 124.30 122.83
R3 123.92 123.55 122.63
R2 123.17 123.17 122.56
R1 122.80 122.80 122.49 122.99
PP 122.42 122.42 122.42 122.52
S1 122.05 122.05 122.35 122.24
S2 121.67 121.67 122.28
S3 120.92 121.30 122.21
S4 120.17 120.55 122.01
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 134.50 132.99 126.35
R3 130.96 129.45 125.37
R2 127.42 127.42 125.05
R1 125.91 125.91 124.72 126.67
PP 123.88 123.88 123.88 124.26
S1 122.37 122.37 124.08 123.13
S2 120.34 120.34 123.75
S3 116.80 118.83 123.43
S4 113.26 115.29 122.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.87 121.82 3.05 2.5% 1.04 0.8% 20% False False 591,932
10 125.39 121.73 3.66 3.0% 1.15 0.9% 19% False False 436,023
20 125.39 118.00 7.39 6.0% 1.01 0.8% 60% False False 226,354
40 125.39 114.42 10.97 9.0% 0.89 0.7% 73% False False 114,083
60 125.39 113.48 11.91 9.7% 0.86 0.7% 75% False False 76,264
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 0.30
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125.99
2.618 124.76
1.618 124.01
1.000 123.55
0.618 123.26
HIGH 122.80
0.618 122.51
0.500 122.43
0.382 122.34
LOW 122.05
0.618 121.59
1.000 121.30
1.618 120.84
2.618 120.09
4.250 118.86
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 122.43 122.64
PP 122.42 122.56
S1 122.42 122.49

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

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