Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 25-Nov-2009

Day Change Summary
	Previous	Current
	24-Nov-2009	25-Nov-2009	Change	Change %	Previous Week
Open	122.68	122.80	0.12	0.1%	121.38
High	122.82	122.89	0.07	0.1%	122.70
Low	122.48	122.53	0.05	0.0%	121.33
Close	122.72	122.65	-0.07	-0.1%	122.56
Range	0.34	0.36	0.02	5.9%	1.37
ATR	0.59	0.57	-0.02	-2.7%	0.00
Volume	621,747	646,060	24,313	3.9%	3,364,569

Daily Pivots for day following 25-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.77	123.57	122.85
R3	123.41	123.21	122.75
R2	123.05	123.05	122.72
R1	122.85	122.85	122.68	122.77
PP	122.69	122.69	122.69	122.65
S1	122.49	122.49	122.62	122.41
S2	122.33	122.33	122.58
S3	121.97	122.13	122.55
S4	121.61	121.77	122.45

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.31	125.80	123.31
R3	124.94	124.43	122.94
R2	123.57	123.57	122.81
R1	123.06	123.06	122.69	123.32
PP	122.20	122.20	122.20	122.32
S1	121.69	121.69	122.43	121.95
S2	120.83	120.83	122.31
S3	119.46	120.32	122.18
S4	118.09	118.95	121.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.89	122.06	0.83	0.7%	0.39	0.3%	71%	True	False	624,947
10	122.89	121.16	1.73	1.4%	0.51	0.4%	86%	True	False	670,676
20	122.89	120.66	2.23	1.8%	0.61	0.5%	89%	True	False	724,172
40	123.04	120.51	2.53	2.1%	0.60	0.5%	85%	False	False	750,314
60	123.04	119.85	3.19	2.6%	0.60	0.5%	88%	False	False	721,297
80	123.04	118.61	4.43	3.6%	0.61	0.5%	91%	False	False	544,723
100	123.04	118.61	4.43	3.6%	0.59	0.5%	91%	False	False	435,972
120	123.04	116.44	6.60	5.4%	0.56	0.5%	94%	False	False	363,322

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124.42
2.618	123.83
1.618	123.47
1.000	123.25
0.618	123.11
HIGH	122.89
0.618	122.75
0.500	122.71
0.382	122.67
LOW	122.53
0.618	122.31
1.000	122.17
1.618	121.95
2.618	121.59
4.250	121.00

Fisher Pivots for day following 25-Nov-2009
Pivot	1 day	3 day
R1	122.71	122.63
PP	122.69	122.60
S1	122.67	122.58

Download as Excel Spreadsheet

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

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