Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 121.25 121.34 0.09 0.1% 122.00
High 121.58 121.46 -0.12 -0.1% 122.60
Low 121.06 121.10 0.04 0.0% 121.06
Close 121.46 121.30 -0.16 -0.1% 121.46
Range 0.52 0.36 -0.16 -30.8% 1.54
ATR 0.64 0.62 -0.02 -3.1% 0.00
Volume 767,757 436,369 -331,388 -43.2% 3,927,908
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 122.37 122.19 121.50
R3 122.01 121.83 121.40
R2 121.65 121.65 121.37
R1 121.47 121.47 121.33 121.38
PP 121.29 121.29 121.29 121.24
S1 121.11 121.11 121.27 121.02
S2 120.93 120.93 121.23
S3 120.57 120.75 121.20
S4 120.21 120.39 121.10
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 126.33 125.43 122.31
R3 124.79 123.89 121.88
R2 123.25 123.25 121.74
R1 122.35 122.35 121.60 122.03
PP 121.71 121.71 121.71 121.55
S1 120.81 120.81 121.32 120.49
S2 120.17 120.17 121.18
S3 118.63 119.27 121.04
S4 117.09 117.73 120.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.60 121.06 1.54 1.3% 0.50 0.4% 16% False False 759,089
10 123.04 121.06 1.98 1.6% 0.56 0.5% 12% False False 728,198
20 123.04 119.85 3.19 2.6% 0.58 0.5% 45% False False 752,066
40 123.04 119.85 3.19 2.6% 0.59 0.5% 45% False False 582,822
60 123.04 118.61 4.43 3.7% 0.60 0.5% 61% False False 389,356
80 123.04 118.61 4.43 3.7% 0.56 0.5% 61% False False 292,076
100 123.04 116.37 6.67 5.5% 0.52 0.4% 74% False False 233,687
120 123.04 116.37 6.67 5.5% 0.43 0.4% 74% False False 194,756
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 122.99
2.618 122.40
1.618 122.04
1.000 121.82
0.618 121.68
HIGH 121.46
0.618 121.32
0.500 121.28
0.382 121.24
LOW 121.10
0.618 120.88
1.000 120.74
1.618 120.52
2.618 120.16
4.250 119.57
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 121.29 121.41
PP 121.29 121.37
S1 121.28 121.34

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

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