Euro Bund Future June 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 123.69 124.39 0.70 0.6% 121.17
High 123.69 124.39 0.70 0.6% 122.37
Low 123.00 123.15 0.15 0.1% 121.17
Close 123.65 123.06 -0.59 -0.5% 121.82
Range 0.69 1.24 0.55 79.7% 1.20
ATR 0.46 0.52 0.06 12.1% 0.00
Volume 66 412 346 524.2% 537
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 127.25 126.40 123.74
R3 126.01 125.16 123.40
R2 124.77 124.77 123.29
R1 123.92 123.92 123.17 123.73
PP 123.53 123.53 123.53 123.44
S1 122.68 122.68 122.95 122.49
S2 122.29 122.29 122.83
S3 121.05 121.44 122.72
S4 119.81 120.20 122.38
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 125.39 124.80 122.48
R3 124.19 123.60 122.15
R2 122.99 122.99 122.04
R1 122.40 122.40 121.93 122.70
PP 121.79 121.79 121.79 121.93
S1 121.20 121.20 121.71 121.50
S2 120.59 120.59 121.60
S3 119.39 120.00 121.49
S4 118.19 118.80 121.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.39 122.37 2.02 1.6% 0.39 0.3% 34% True False 115
10 124.39 121.17 3.22 2.6% 0.19 0.2% 59% True False 131
20 124.39 118.64 5.75 4.7% 0.10 0.1% 77% True False 140
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 0.00
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 129.66
2.618 127.64
1.618 126.40
1.000 125.63
0.618 125.16
HIGH 124.39
0.618 123.92
0.500 123.77
0.382 123.62
LOW 123.15
0.618 122.38
1.000 121.91
1.618 121.14
2.618 119.90
4.250 117.88
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 123.77 123.70
PP 123.53 123.48
S1 123.30 123.27

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

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