Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 122.00 122.26 0.26 0.2% 122.70
High 122.42 122.60 0.18 0.1% 123.04
Low 121.76 122.19 0.43 0.4% 121.92
Close 122.30 122.55 0.25 0.2% 122.09
Range 0.66 0.41 -0.25 -37.9% 1.12
ATR 0.63 0.62 -0.02 -2.5% 0.00
Volume 568,832 661,314 92,482 16.3% 3,433,214
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 123.68 123.52 122.78
R3 123.27 123.11 122.66
R2 122.86 122.86 122.63
R1 122.70 122.70 122.59 122.78
PP 122.45 122.45 122.45 122.49
S1 122.29 122.29 122.51 122.37
S2 122.04 122.04 122.47
S3 121.63 121.88 122.44
S4 121.22 121.47 122.32
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
5 123.04 121.76 1.28 1.0% 0.64 0.5% 62% False False 710,521
10 123.04 121.51 1.53 1.2% 0.57 0.5% 68% False False 753,537
20 123.04 119.85 3.19 2.6% 0.61 0.5% 85% False False 739,763
40 123.04 119.85 3.19 2.6% 0.59 0.5% 85% False False 504,811
60 123.04 118.61 4.43 3.6% 0.60 0.5% 89% False False 337,185
80 123.04 118.61 4.43 3.6% 0.55 0.4% 89% False False 252,904
100 123.04 116.37 6.67 5.4% 0.50 0.4% 93% False False 202,350
120 123.04 116.37 6.67 5.4% 0.41 0.3% 93% False False 168,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.17
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124.34
2.618 123.67
1.618 123.26
1.000 123.01
0.618 122.85
HIGH 122.60
0.618 122.44
0.500 122.40
0.382 122.35
LOW 122.19
0.618 121.94
1.000 121.78
1.618 121.53
2.618 121.12
4.250 120.45
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 122.50 122.47
PP 122.45 122.39
S1 122.40 122.31

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

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