Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 22-Oct-2009

Day Change Summary
	Previous	Current
	21-Oct-2009	22-Oct-2009	Change	Change %	Previous Week
Open	121.75	121.16	-0.59	-0.5%	122.00
High	121.84	121.43	-0.41	-0.3%	122.60
Low	120.95	121.01	0.06	0.0%	121.06
Close	121.16	121.19	0.03	0.0%	121.46
Range	0.89	0.42	-0.47	-52.8%	1.54
ATR	0.65	0.63	-0.02	-2.5%	0.00
Volume	983,612	745,111	-238,501	-24.2%	3,927,908

Daily Pivots for day following 22-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.47	122.25	121.42
R3	122.05	121.83	121.31
R2	121.63	121.63	121.27
R1	121.41	121.41	121.23	121.52
PP	121.21	121.21	121.21	121.27
S1	120.99	120.99	121.15	121.10
S2	120.79	120.79	121.11
S3	120.37	120.57	121.07
S4	119.95	120.15	120.96

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	122.04	120.95	1.09	0.9%	0.60	0.5%	22%	False	False	776,419
10	122.85	120.95	1.90	1.6%	0.62	0.5%	13%	False	False	804,017
20	123.04	120.94	2.10	1.7%	0.59	0.5%	12%	False	False	768,185
40	123.04	119.85	3.19	2.6%	0.60	0.5%	42%	False	False	648,503
60	123.04	118.61	4.43	3.7%	0.62	0.5%	58%	False	False	433,883
80	123.04	118.61	4.43	3.7%	0.58	0.5%	58%	False	False	325,550
100	123.04	116.37	6.67	5.5%	0.54	0.4%	72%	False	False	260,460
120	123.04	116.37	6.67	5.5%	0.45	0.4%	72%	False	False	217,069

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123.22
2.618	122.53
1.618	122.11
1.000	121.85
0.618	121.69
HIGH	121.43
0.618	121.27
0.500	121.22
0.382	121.17
LOW	121.01
0.618	120.75
1.000	120.59
1.618	120.33
2.618	119.91
4.250	119.23

Fisher Pivots for day following 22-Oct-2009
Pivot	1 day	3 day
R1	121.22	121.50
PP	121.21	121.39
S1	121.20	121.29

Download as Excel Spreadsheet

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

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