Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 121.82 121.81 -0.01 0.0% 120.46
High 121.95 122.02 0.07 0.1% 121.56
Low 121.52 121.67 0.15 0.1% 120.46
Close 121.85 122.02 0.17 0.1% 120.91
Range 0.43 0.35 -0.08 -18.6% 1.10
ATR 0.57 0.55 -0.02 -2.8% 0.00
Volume 1,082 5,855 4,773 441.1% 5,294
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 122.95 122.84 122.21
R3 122.60 122.49 122.12
R2 122.25 122.25 122.08
R1 122.14 122.14 122.05 122.20
PP 121.90 121.90 121.90 121.93
S1 121.79 121.79 121.99 121.85
S2 121.55 121.55 121.96
S3 121.20 121.44 121.92
S4 120.85 121.09 121.83
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 124.28 123.69 121.52
R3 123.18 122.59 121.21
R2 122.08 122.08 121.11
R1 121.49 121.49 121.01 121.79
PP 120.98 120.98 120.98 121.12
S1 120.39 120.39 120.81 120.69
S2 119.88 119.88 120.71
S3 118.78 119.29 120.61
S4 117.68 118.19 120.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.02 120.78 1.24 1.0% 0.52 0.4% 100% True False 3,073
10 122.02 120.41 1.61 1.3% 0.51 0.4% 100% True False 2,178
20 122.10 120.20 1.90 1.6% 0.54 0.4% 96% False False 1,995
40 122.82 120.20 2.62 2.1% 0.51 0.4% 69% False False 1,313
60 122.82 119.83 2.99 2.5% 0.42 0.3% 73% False False 913
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123.51
2.618 122.94
1.618 122.59
1.000 122.37
0.618 122.24
HIGH 122.02
0.618 121.89
0.500 121.85
0.382 121.80
LOW 121.67
0.618 121.45
1.000 121.32
1.618 121.10
2.618 120.75
4.250 120.18
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 121.96 121.93
PP 121.90 121.83
S1 121.85 121.74

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

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