Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 123.50 123.25 -0.25 -0.2% 122.20
High 123.76 123.45 -0.31 -0.3% 123.76
Low 122.97 123.15 0.18 0.1% 121.88
Close 123.15 123.35 0.20 0.2% 123.15
Range 0.79 0.30 -0.49 -62.0% 1.88
ATR 0.57 0.56 -0.02 -3.4% 0.00
Volume 45,245 122,688 77,443 171.2% 148,968
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 124.22 124.08 123.52
R3 123.92 123.78 123.43
R2 123.62 123.62 123.41
R1 123.48 123.48 123.38 123.55
PP 123.32 123.32 123.32 123.35
S1 123.18 123.18 123.32 123.25
S2 123.02 123.02 123.30
S3 122.72 122.88 123.27
S4 122.42 122.58 123.19
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 128.57 127.74 124.18
R3 126.69 125.86 123.67
R2 124.81 124.81 123.49
R1 123.98 123.98 123.32 124.40
PP 122.93 122.93 122.93 123.14
S1 122.10 122.10 122.98 122.52
S2 121.05 121.05 122.81
S3 119.17 120.22 122.63
S4 117.29 118.34 122.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.76 122.08 1.68 1.4% 0.54 0.4% 76% False False 51,863
10 123.76 121.45 2.31 1.9% 0.48 0.4% 82% False False 28,879
20 123.76 120.36 3.40 2.8% 0.54 0.4% 88% False False 15,466
40 123.76 120.20 3.56 2.9% 0.52 0.4% 88% False False 8,231
60 123.76 119.83 3.93 3.2% 0.47 0.4% 90% False False 5,539
80 123.76 118.73 5.03 4.1% 0.36 0.3% 92% False False 4,177
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 124.73
2.618 124.24
1.618 123.94
1.000 123.75
0.618 123.64
HIGH 123.45
0.618 123.34
0.500 123.30
0.382 123.26
LOW 123.15
0.618 122.96
1.000 122.85
1.618 122.66
2.618 122.36
4.250 121.88
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 123.33 123.27
PP 123.32 123.20
S1 123.30 123.12

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

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