Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 121.34 121.28 -0.06 0.0% 122.00
High 121.46 122.04 0.58 0.5% 122.60
Low 121.10 121.25 0.15 0.1% 121.06
Close 121.30 121.82 0.52 0.4% 121.46
Range 0.36 0.79 0.43 119.4% 1.54
ATR 0.62 0.63 0.01 2.0% 0.00
Volume 436,369 949,246 512,877 117.5% 3,927,908
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 124.07 123.74 122.25
R3 123.28 122.95 122.04
R2 122.49 122.49 121.96
R1 122.16 122.16 121.89 122.33
PP 121.70 121.70 121.70 121.79
S1 121.37 121.37 121.75 121.54
S2 120.91 120.91 121.68
S3 120.12 120.58 121.60
S4 119.33 119.79 121.39
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
5 122.35 121.06 1.29 1.1% 0.58 0.5% 59% False False 816,675
10 123.04 121.06 1.98 1.6% 0.61 0.5% 38% False False 763,598
20 123.04 119.97 3.07 2.5% 0.59 0.5% 60% False False 761,221
40 123.04 119.85 3.19 2.6% 0.59 0.5% 62% False False 606,303
60 123.04 118.61 4.43 3.6% 0.61 0.5% 72% False False 405,157
80 123.04 118.61 4.43 3.6% 0.57 0.5% 72% False False 303,941
100 123.04 116.37 6.67 5.5% 0.52 0.4% 82% False False 243,178
120 123.04 116.37 6.67 5.5% 0.44 0.4% 82% False False 202,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125.40
2.618 124.11
1.618 123.32
1.000 122.83
0.618 122.53
HIGH 122.04
0.618 121.74
0.500 121.65
0.382 121.55
LOW 121.25
0.618 120.76
1.000 120.46
1.618 119.97
2.618 119.18
4.250 117.89
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 121.76 121.73
PP 121.70 121.64
S1 121.65 121.55

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

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