Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 120.60 121.73 1.13 0.9% 118.77
High 120.60 121.73 1.13 0.9% 119.66
Low 120.60 121.73 1.13 0.9% 118.77
Close 120.60 121.73 1.13 0.9% 119.66
Range
ATR 0.35 0.41 0.06 15.6% 0.00
Volume 250 200 -50 -20.0% 650
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 121.73 121.73 121.73
R3 121.73 121.73 121.73
R2 121.73 121.73 121.73
R1 121.73 121.73 121.73 121.73
PP 121.73 121.73 121.73 121.73
S1 121.73 121.73 121.73 121.73
S2 121.73 121.73 121.73
S3 121.73 121.73 121.73
S4 121.73 121.73 121.73
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
5 121.73 119.64 2.09 1.7% 0.00 0.0% 100% True False 120
10 121.73 118.64 3.09 2.5% 0.00 0.0% 100% True False 149
20 121.73 116.83 4.90 4.0% 0.00 0.0% 100% True False 172
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 121.73
2.618 121.73
1.618 121.73
1.000 121.73
0.618 121.73
HIGH 121.73
0.618 121.73
0.500 121.73
0.382 121.73
LOW 121.73
0.618 121.73
1.000 121.73
1.618 121.73
2.618 121.73
4.250 121.73
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 121.73 121.39
PP 121.73 121.04
S1 121.73 120.70

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

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