Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 123.23 123.37 0.14 0.1% 123.56
High 123.44 123.47 0.03 0.0% 123.80
Low 122.92 122.58 -0.34 -0.3% 122.58
Close 123.36 122.74 -0.62 -0.5% 122.74
Range 0.52 0.89 0.37 71.2% 1.22
ATR 0.59 0.61 0.02 3.7% 0.00
Volume 1,205,305 1,441,733 236,428 19.6% 5,377,691
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 125.60 125.06 123.23
R3 124.71 124.17 122.98
R2 123.82 123.82 122.90
R1 123.28 123.28 122.82 123.11
PP 122.93 122.93 122.93 122.84
S1 122.39 122.39 122.66 122.22
S2 122.04 122.04 122.58
S3 121.15 121.50 122.50
S4 120.26 120.61 122.25
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 126.70 125.94 123.41
R3 125.48 124.72 123.08
R2 124.26 124.26 122.96
R1 123.50 123.50 122.85 123.27
PP 123.04 123.04 123.04 122.93
S1 122.28 122.28 122.63 122.05
S2 121.82 121.82 122.52
S3 120.60 121.06 122.40
S4 119.38 119.84 122.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.80 122.58 1.22 1.0% 0.51 0.4% 13% False True 1,075,538
10 124.06 122.21 1.85 1.5% 0.48 0.4% 29% False False 868,713
20 124.06 120.71 3.35 2.7% 0.54 0.4% 61% False False 783,249
40 124.06 120.51 3.55 2.9% 0.60 0.5% 63% False False 796,562
60 124.06 119.85 4.21 3.4% 0.59 0.5% 69% False False 775,245
80 124.06 118.74 5.32 4.3% 0.60 0.5% 75% False False 622,970
100 124.06 118.61 5.45 4.4% 0.60 0.5% 76% False False 498,659
120 124.06 117.54 6.52 5.3% 0.57 0.5% 80% False False 415,560
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 0.13
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 127.25
2.618 125.80
1.618 124.91
1.000 124.36
0.618 124.02
HIGH 123.47
0.618 123.13
0.500 123.03
0.382 122.92
LOW 122.58
0.618 122.03
1.000 121.69
1.618 121.14
2.618 120.25
4.250 118.80
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 123.03 123.10
PP 122.93 122.98
S1 122.84 122.86

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

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