Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 124.39 123.55 -0.84 -0.7% 122.84
High 124.39 123.73 -0.66 -0.5% 124.39
Low 123.15 123.50 0.35 0.3% 122.84
Close 123.06 123.50 0.44 0.4% 123.50
Range 1.24 0.23 -1.01 -81.5% 1.55
ATR 0.52 0.53 0.01 2.1% 0.00
Volume 412 9 -403 -97.8% 583
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 124.27 124.11 123.63
R3 124.04 123.88 123.56
R2 123.81 123.81 123.54
R1 123.65 123.65 123.52 123.62
PP 123.58 123.58 123.58 123.56
S1 123.42 123.42 123.48 123.39
S2 123.35 123.35 123.46
S3 123.12 123.19 123.44
S4 122.89 122.96 123.37
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 128.23 127.41 124.35
R3 126.68 125.86 123.93
R2 125.13 125.13 123.78
R1 124.31 124.31 123.64 124.72
PP 123.58 123.58 123.58 123.78
S1 122.76 122.76 123.36 123.17
S2 122.03 122.03 123.22
S3 120.48 121.21 123.07
S4 118.93 119.66 122.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.39 122.84 1.55 1.3% 0.43 0.3% 43% False False 116
10 124.39 121.17 3.22 2.6% 0.22 0.2% 72% False False 112
20 124.39 118.77 5.62 4.6% 0.11 0.1% 84% False False 125
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124.71
2.618 124.33
1.618 124.10
1.000 123.96
0.618 123.87
HIGH 123.73
0.618 123.64
0.500 123.62
0.382 123.59
LOW 123.50
0.618 123.36
1.000 123.27
1.618 123.13
2.618 122.90
4.250 122.52
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 123.62 123.70
PP 123.58 123.63
S1 123.54 123.57

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

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