Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 29-Dec-2008

Day Change Summary
	Previous	Current
	23-Dec-2008	29-Dec-2008	Change	Change %	Previous Week
Open	124.00	124.10	0.10	0.1%	123.37
High	124.00	124.10	0.10	0.1%	124.00
Low	124.00	124.07	0.07	0.1%	123.37
Close	123.88	124.30	0.42	0.3%	123.88
Range	0.00	0.03	0.03		0.63
ATR	0.69	0.66	-0.03	-4.9%	0.00
Volume	1	3	2	200.0%	9

Daily Pivots for day following 29-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	124.25	124.30	124.32
R3	124.22	124.27	124.31
R2	124.19	124.19	124.31
R1	124.24	124.24	124.30	124.22
PP	124.16	124.16	124.16	124.14
S1	124.21	124.21	124.30	124.19
S2	124.13	124.13	124.29
S3	124.10	124.18	124.29
S4	124.07	124.15	124.28

Weekly Pivots for week ending 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	125.64	125.39	124.23
R3	125.01	124.76	124.05
R2	124.38	124.38	124.00
R1	124.13	124.13	123.94	124.26
PP	123.75	123.75	123.75	123.81
S1	123.50	123.50	123.82	123.63
S2	123.12	123.12	123.76
S3	122.49	122.87	123.71
S4	121.86	122.24	123.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.10	123.16	0.94	0.8%	0.29	0.2%	121%	True	False	20
10	124.10	121.32	2.78	2.2%	0.45	0.4%	107%	True	False	42
20	124.39	121.00	3.39	2.7%	0.44	0.4%	97%	False	False	55
40	124.39	116.83	7.56	6.1%	0.22	0.2%	99%	False	False	121

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	0.03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124.23
2.618	124.18
1.618	124.15
1.000	124.13
0.618	124.12
HIGH	124.10
0.618	124.09
0.500	124.09
0.382	124.08
LOW	124.07
0.618	124.05
1.000	124.04
1.618	124.02
2.618	123.99
4.250	123.94

Fisher Pivots for day following 29-Dec-2008
Pivot	1 day	3 day
R1	124.23	124.11
PP	124.16	123.92
S1	124.09	123.74

Download as Excel Spreadsheet

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

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