Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	123.56	123.75	0.19	0.2%	122.56
High	123.77	123.80	0.03	0.0%	124.06
Low	123.44	123.34	-0.10	-0.1%	122.27
Close	123.63	123.66	0.03	0.0%	123.48
Range	0.33	0.46	0.13	39.4%	1.79
ATR	0.61	0.60	-0.01	-1.7%	0.00
Volume	724,903	961,632	236,729	32.7%	2,629,403

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.98	124.78	123.91
R3	124.52	124.32	123.79
R2	124.06	124.06	123.74
R1	123.86	123.86	123.70	123.73
PP	123.60	123.60	123.60	123.54
S1	123.40	123.40	123.62	123.27
S2	123.14	123.14	123.58
S3	122.68	122.94	123.53
S4	122.22	122.48	123.41

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	128.64	127.85	124.46
R3	126.85	126.06	123.97
R2	125.06	125.06	123.81
R1	124.27	124.27	123.64	124.67
PP	123.27	123.27	123.27	123.47
S1	122.48	122.48	123.32	122.88
S2	121.48	121.48	123.15
S3	119.69	120.69	122.99
S4	117.90	118.90	122.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124.06	122.48	1.58	1.3%	0.45	0.4%	75%	False	False	769,117
10	124.06	121.82	2.24	1.8%	0.44	0.4%	82%	False	False	704,231
20	124.06	120.66	3.40	2.7%	0.58	0.5%	88%	False	False	729,169
40	124.06	120.51	3.55	2.9%	0.59	0.5%	89%	False	False	752,277
60	124.06	119.85	4.21	3.4%	0.60	0.5%	90%	False	False	737,268
80	124.06	118.70	5.36	4.3%	0.59	0.5%	93%	False	False	576,854
100	124.06	118.61	5.45	4.4%	0.60	0.5%	93%	False	False	461,748
120	124.06	117.52	6.54	5.3%	0.56	0.5%	94%	False	False	384,801

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	0.14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125.76
2.618	125.00
1.618	124.54
1.000	124.26
0.618	124.08
HIGH	123.80
0.618	123.62
0.500	123.57
0.382	123.52
LOW	123.34
0.618	123.06
1.000	122.88
1.618	122.60
2.618	122.14
4.250	121.39

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	123.63	123.68
PP	123.60	123.67
S1	123.57	123.67

Download as Excel Spreadsheet

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

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