Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 122.26 122.34 0.08 0.1% 122.70
High 122.60 122.35 -0.25 -0.2% 123.04
Low 122.19 121.75 -0.44 -0.4% 121.92
Close 122.55 122.00 -0.55 -0.4% 122.09
Range 0.41 0.60 0.19 46.3% 1.12
ATR 0.62 0.63 0.01 2.1% 0.00
Volume 661,314 896,213 234,899 35.5% 3,433,214
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 123.83 123.52 122.33
R3 123.23 122.92 122.17
R2 122.63 122.63 122.11
R1 122.32 122.32 122.06 122.18
PP 122.03 122.03 122.03 121.96
S1 121.72 121.72 121.95 121.58
S2 121.43 121.43 121.89
S3 120.83 121.12 121.84
S4 120.23 120.52 121.67
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
5 123.04 121.75 1.29 1.1% 0.64 0.5% 19% False True 743,202
10 123.04 121.51 1.53 1.3% 0.58 0.5% 32% False False 754,332
20 123.04 119.85 3.19 2.6% 0.60 0.5% 67% False False 739,462
40 123.04 119.85 3.19 2.6% 0.60 0.5% 67% False False 527,133
60 123.04 118.61 4.43 3.6% 0.60 0.5% 77% False False 352,122
80 123.04 118.61 4.43 3.6% 0.56 0.5% 77% False False 264,106
100 123.04 116.37 6.67 5.5% 0.50 0.4% 84% False False 211,312
120 123.04 116.37 6.67 5.5% 0.42 0.3% 84% False False 176,115
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.90
2.618 123.92
1.618 123.32
1.000 122.95
0.618 122.72
HIGH 122.35
0.618 122.12
0.500 122.05
0.382 121.98
LOW 121.75
0.618 121.38
1.000 121.15
1.618 120.78
2.618 120.18
4.250 119.20
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 122.05 122.18
PP 122.03 122.12
S1 122.02 122.06

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

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