Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 29-Oct-2009

Day Change Summary
	Previous	Current
	28-Oct-2009	29-Oct-2009	Change	Change %	Previous Week
Open	121.50	121.81	0.31	0.3%	121.34
High	121.80	121.82	0.02	0.0%	122.04
Low	121.36	120.98	-0.38	-0.3%	120.74
Close	121.67	121.21	-0.46	-0.4%	120.84
Range	0.44	0.84	0.40	90.9%	1.30
ATR	0.62	0.63	0.02	2.6%	0.00
Volume	749,108	912,088	162,980	21.8%	3,837,194

Daily Pivots for day following 29-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.86	123.37	121.67
R3	123.02	122.53	121.44
R2	122.18	122.18	121.36
R1	121.69	121.69	121.29	121.52
PP	121.34	121.34	121.34	121.25
S1	120.85	120.85	121.13	120.68
S2	120.50	120.50	121.06
S3	119.66	120.01	120.98
S4	118.82	119.17	120.75

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.11	124.27	121.56
R3	123.81	122.97	121.20
R2	122.51	122.51	121.08
R1	121.67	121.67	120.96	121.44
PP	121.21	121.21	121.21	121.09
S1	120.37	120.37	120.72	120.14
S2	119.91	119.91	120.60
S3	118.61	119.07	120.48
S4	117.31	117.77	120.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.82	120.51	1.31	1.1%	0.61	0.5%	53%	True	False	796,401
10	122.04	120.51	1.53	1.3%	0.60	0.5%	46%	False	False	786,410
20	123.04	120.51	2.53	2.1%	0.57	0.5%	28%	False	False	769,791
40	123.04	119.85	3.19	2.6%	0.61	0.5%	43%	False	False	735,208
60	123.04	118.61	4.43	3.7%	0.61	0.5%	59%	False	False	500,028
80	123.04	118.61	4.43	3.7%	0.60	0.5%	59%	False	False	375,322
100	123.04	116.44	6.60	5.4%	0.55	0.5%	72%	False	False	300,272
120	123.04	116.37	6.67	5.5%	0.47	0.4%	73%	False	False	250,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125.39
2.618	124.02
1.618	123.18
1.000	122.66
0.618	122.34
HIGH	121.82
0.618	121.50
0.500	121.40
0.382	121.30
LOW	120.98
0.618	120.46
1.000	120.14
1.618	119.62
2.618	118.78
4.250	117.41

Fisher Pivots for day following 29-Oct-2009
Pivot	1 day	3 day
R1	121.40	121.27
PP	121.34	121.25
S1	121.27	121.23

Download as Excel Spreadsheet

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

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