Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 119.64 119.66 0.02 0.0% 118.77
High 119.64 119.66 0.02 0.0% 119.66
Low 119.64 119.66 0.02 0.0% 118.77
Close 119.64 119.66 0.02 0.0% 119.66
Range
ATR 0.33 0.31 -0.02 -6.7% 0.00
Volume 62 24 -38 -61.3% 650
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 119.66 119.66 119.66
R3 119.66 119.66 119.66
R2 119.66 119.66 119.66
R1 119.66 119.66 119.66 119.66
PP 119.66 119.66 119.66 119.66
S1 119.66 119.66 119.66 119.66
S2 119.66 119.66 119.66
S3 119.66 119.66 119.66
S4 119.66 119.66 119.66
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 122.03 121.74 120.15
R3 121.14 120.85 119.90
R2 120.25 120.25 119.82
R1 119.96 119.96 119.74 120.11
PP 119.36 119.36 119.36 119.44
S1 119.07 119.07 119.58 119.22
S2 118.47 118.47 119.50
S3 117.58 118.18 119.42
S4 116.69 117.29 119.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.66 119.23 0.43 0.4% 0.00 0.0% 100% True False 64
10 119.66 117.97 1.69 1.4% 0.00 0.0% 100% True False 167
20 119.66 116.83 2.83 2.4% 0.00 0.0% 100% True False 156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 119.66
2.618 119.66
1.618 119.66
1.000 119.66
0.618 119.66
HIGH 119.66
0.618 119.66
0.500 119.66
0.382 119.66
LOW 119.66
0.618 119.66
1.000 119.66
1.618 119.66
2.618 119.66
4.250 119.66
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 119.66 119.66
PP 119.66 119.65
S1 119.66 119.65

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

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