Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 124.60 123.89 -0.71 -0.6% 121.77
High 124.91 125.20 0.29 0.2% 124.91
Low 123.89 123.75 -0.14 -0.1% 121.57
Close 124.35 125.02 0.67 0.5% 124.35
Range 1.02 1.45 0.43 42.2% 3.34
ATR 1.19 1.21 0.02 1.6% 0.00
Volume 284,789 235,600 -49,189 -17.3% 2,235,218
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 129.01 128.46 125.82
R3 127.56 127.01 125.42
R2 126.11 126.11 125.29
R1 125.56 125.56 125.15 125.84
PP 124.66 124.66 124.66 124.79
S1 124.11 124.11 124.89 124.39
S2 123.21 123.21 124.75
S3 121.76 122.66 124.62
S4 120.31 121.21 124.22
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 133.63 132.33 126.19
R3 130.29 128.99 125.27
R2 126.95 126.95 124.96
R1 125.65 125.65 124.66 126.30
PP 123.61 123.61 123.61 123.94
S1 122.31 122.31 124.04 122.96
S2 120.27 120.27 123.74
S3 116.93 118.97 123.43
S4 113.59 115.63 122.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.20 122.47 2.73 2.2% 1.17 0.9% 93% True False 415,993
10 125.20 121.33 3.87 3.1% 1.22 1.0% 95% True False 472,568
20 125.39 120.13 5.26 4.2% 1.15 0.9% 93% False False 379,238
40 125.39 116.00 9.39 7.5% 0.96 0.8% 96% False False 192,181
60 125.39 114.18 11.21 9.0% 0.91 0.7% 97% False False 128,365
80 125.39 113.48 11.91 9.5% 0.83 0.7% 97% False False 96,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131.36
2.618 129.00
1.618 127.55
1.000 126.65
0.618 126.10
HIGH 125.20
0.618 124.65
0.500 124.48
0.382 124.30
LOW 123.75
0.618 122.85
1.000 122.30
1.618 121.40
2.618 119.95
4.250 117.59
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 124.84 124.84
PP 124.66 124.66
S1 124.48 124.48

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

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