Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	121.98	121.94	-0.04	0.0%	120.69
High	122.12	122.44	0.32	0.3%	122.14
Low	121.77	121.45	-0.32	-0.3%	120.51
Close	121.91	121.75	-0.16	-0.1%	121.90
Range	0.35	0.99	0.64	182.9%	1.63
ATR	0.63	0.66	0.03	4.0%	0.00
Volume	646,772	909,546	262,774	40.6%	4,178,135

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.85	124.29	122.29
R3	123.86	123.30	122.02
R2	122.87	122.87	121.93
R1	122.31	122.31	121.84	122.10
PP	121.88	121.88	121.88	121.77
S1	121.32	121.32	121.66	121.11
S2	120.89	120.89	121.57
S3	119.90	120.33	121.48
S4	118.91	119.34	121.21

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.41	125.78	122.80
R3	124.78	124.15	122.35
R2	123.15	123.15	122.20
R1	122.52	122.52	122.05	122.84
PP	121.52	121.52	121.52	121.67
S1	120.89	120.89	121.75	121.21
S2	119.89	119.89	121.60
S3	118.26	119.26	121.45
S4	116.63	117.63	121.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.44	120.98	1.46	1.2%	0.71	0.6%	53%	True	False	827,299
10	122.44	120.51	1.93	1.6%	0.67	0.5%	64%	True	False	818,603
20	123.04	120.51	2.53	2.1%	0.64	0.5%	49%	False	False	791,100
40	123.04	119.85	3.19	2.6%	0.62	0.5%	60%	False	False	750,242
60	123.04	118.74	4.30	3.5%	0.61	0.5%	70%	False	False	541,229
80	123.04	118.61	4.43	3.6%	0.61	0.5%	71%	False	False	406,262
100	123.04	117.54	5.50	4.5%	0.56	0.5%	77%	False	False	325,022
120	123.04	116.37	6.67	5.5%	0.49	0.4%	81%	False	False	270,874

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	126.65
2.618	125.03
1.618	124.04
1.000	123.43
0.618	123.05
HIGH	122.44
0.618	122.06
0.500	121.95
0.382	121.83
LOW	121.45
0.618	120.84
1.000	120.46
1.618	119.85
2.618	118.86
4.250	117.24

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	121.95	121.82
PP	121.88	121.80
S1	121.82	121.77

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols