Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 122.44 122.29 -0.15 -0.1% 122.84
High 122.45 122.38 -0.07 -0.1% 124.39
Low 122.00 121.21 -0.79 -0.6% 122.84
Close 122.13 121.24 -0.89 -0.7% 123.50
Range 0.45 1.17 0.72 160.0% 1.55
ATR 0.60 0.64 0.04 6.9% 0.00
Volume 4 30 26 650.0% 583
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 125.12 124.35 121.88
R3 123.95 123.18 121.56
R2 122.78 122.78 121.45
R1 122.01 122.01 121.35 121.81
PP 121.61 121.61 121.61 121.51
S1 120.84 120.84 121.13 120.64
S2 120.44 120.44 121.03
S3 119.27 119.67 120.92
S4 118.10 118.50 120.60
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
5 124.39 121.21 3.18 2.6% 0.76 0.6% 1% False True 104
10 124.39 121.21 3.18 2.6% 0.38 0.3% 1% False True 72
20 124.39 119.23 5.16 4.3% 0.19 0.2% 39% False False 106
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 0.02
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.35
2.618 125.44
1.618 124.27
1.000 123.55
0.618 123.10
HIGH 122.38
0.618 121.93
0.500 121.80
0.382 121.66
LOW 121.21
0.618 120.49
1.000 120.04
1.618 119.32
2.618 118.15
4.250 116.24
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 121.80 122.47
PP 121.61 122.06
S1 121.43 121.65

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

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