Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 123.55 122.44 -1.11 -0.9% 122.84
High 123.73 122.45 -1.28 -1.0% 124.39
Low 123.50 122.00 -1.50 -1.2% 122.84
Close 123.50 122.13 -1.37 -1.1% 123.50
Range 0.23 0.45 0.22 95.7% 1.55
ATR 0.53 0.60 0.07 13.2% 0.00
Volume 9 4 -5 -55.6% 583
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 123.54 123.29 122.38
R3 123.09 122.84 122.25
R2 122.64 122.64 122.21
R1 122.39 122.39 122.17 122.29
PP 122.19 122.19 122.19 122.15
S1 121.94 121.94 122.09 121.84
S2 121.74 121.74 122.05
S3 121.29 121.49 122.01
S4 120.84 121.04 121.88
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
5 124.39 122.00 2.39 2.0% 0.52 0.4% 5% False True 116
10 124.39 121.73 2.66 2.2% 0.26 0.2% 15% False False 90
20 124.39 118.94 5.45 4.5% 0.13 0.1% 59% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.36
2.618 123.63
1.618 123.18
1.000 122.90
0.618 122.73
HIGH 122.45
0.618 122.28
0.500 122.23
0.382 122.17
LOW 122.00
0.618 121.72
1.000 121.55
1.618 121.27
2.618 120.82
4.250 120.09
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 122.23 123.20
PP 122.19 122.84
S1 122.16 122.49

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

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