Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 122.29 121.48 -0.81 -0.7% 122.84
High 122.38 121.59 -0.79 -0.6% 124.39
Low 121.21 121.00 -0.21 -0.2% 122.84
Close 121.24 121.60 0.36 0.3% 123.50
Range 1.17 0.59 -0.58 -49.6% 1.55
ATR 0.64 0.63 0.00 -0.5% 0.00
Volume 30 7 -23 -76.7% 583
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 123.17 122.97 121.92
R3 122.58 122.38 121.76
R2 121.99 121.99 121.71
R1 121.79 121.79 121.65 121.89
PP 121.40 121.40 121.40 121.45
S1 121.20 121.20 121.55 121.30
S2 120.81 120.81 121.49
S3 120.22 120.61 121.44
S4 119.63 120.02 121.28
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
5 124.39 121.00 3.39 2.8% 0.74 0.6% 18% False True 92
10 124.39 121.00 3.39 2.8% 0.44 0.4% 18% False True 67
20 124.39 119.23 5.16 4.2% 0.22 0.2% 46% False False 100
Crabel Price Patterns
NR True
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 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.10
2.618 123.13
1.618 122.54
1.000 122.18
0.618 121.95
HIGH 121.59
0.618 121.36
0.500 121.30
0.382 121.23
LOW 121.00
0.618 120.64
1.000 120.41
1.618 120.05
2.618 119.46
4.250 118.49
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 121.50 121.73
PP 121.40 121.68
S1 121.30 121.64

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

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