Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 122.73 122.50 -0.23 -0.2% 122.70
High 123.04 122.85 -0.19 -0.2% 123.04
Low 122.43 121.92 -0.51 -0.4% 121.92
Close 122.87 122.09 -0.78 -0.6% 122.09
Range 0.61 0.93 0.32 52.5% 1.12
ATR 0.61 0.63 0.02 4.0% 0.00
Volume 591,722 997,932 406,210 68.6% 3,433,214
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 125.08 124.51 122.60
R3 124.15 123.58 122.35
R2 123.22 123.22 122.26
R1 122.65 122.65 122.18 122.47
PP 122.29 122.29 122.29 122.20
S1 121.72 121.72 122.00 121.54
S2 121.36 121.36 121.92
S3 120.43 120.79 121.83
S4 119.50 119.86 121.58
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 125.71 125.02 122.71
R3 124.59 123.90 122.40
R2 123.47 123.47 122.30
R1 122.78 122.78 122.19 122.57
PP 122.35 122.35 122.35 122.24
S1 121.66 121.66 121.99 121.45
S2 121.23 121.23 121.88
S3 120.11 120.54 121.78
S4 118.99 119.42 121.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.04 121.92 1.12 0.9% 0.53 0.4% 15% False True 686,642
10 123.04 121.25 1.79 1.5% 0.57 0.5% 47% False False 767,041
20 123.04 119.85 3.19 2.6% 0.60 0.5% 70% False False 744,406
40 123.04 119.77 3.27 2.7% 0.59 0.5% 71% False False 474,247
60 123.04 118.61 4.43 3.6% 0.61 0.5% 79% False False 316,686
80 123.04 117.54 5.50 4.5% 0.56 0.5% 83% False False 237,527
100 123.04 116.37 6.67 5.5% 0.49 0.4% 86% False False 190,050
120 123.04 116.37 6.67 5.5% 0.40 0.3% 86% False False 158,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 126.80
2.618 125.28
1.618 124.35
1.000 123.78
0.618 123.42
HIGH 122.85
0.618 122.49
0.500 122.39
0.382 122.28
LOW 121.92
0.618 121.35
1.000 120.99
1.618 120.42
2.618 119.49
4.250 117.97
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 122.39 122.48
PP 122.29 122.35
S1 122.19 122.22

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

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