Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 123.46 123.03 -0.43 -0.3% 122.20
High 123.47 123.32 -0.15 -0.1% 123.76
Low 123.05 122.94 -0.11 -0.1% 121.88
Close 123.34 123.27 -0.07 -0.1% 123.15
Range 0.42 0.38 -0.04 -9.5% 1.88
ATR 0.55 0.54 -0.01 -1.9% 0.00
Volume 173,567 385,265 211,698 122.0% 148,968
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 124.32 124.17 123.48
R3 123.94 123.79 123.37
R2 123.56 123.56 123.34
R1 123.41 123.41 123.30 123.49
PP 123.18 123.18 123.18 123.21
S1 123.03 123.03 123.24 123.11
S2 122.80 122.80 123.20
S3 122.42 122.65 123.17
S4 122.04 122.27 123.06
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
5 123.76 122.48 1.28 1.0% 0.56 0.5% 62% False False 152,390
10 123.76 121.67 2.09 1.7% 0.47 0.4% 77% False False 84,264
20 123.76 120.36 3.40 2.8% 0.51 0.4% 86% False False 43,206
40 123.76 120.20 3.56 2.9% 0.53 0.4% 86% False False 22,095
60 123.76 119.83 3.93 3.2% 0.47 0.4% 88% False False 14,850
80 123.76 119.08 4.68 3.8% 0.37 0.3% 90% False False 11,160
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.94
2.618 124.31
1.618 123.93
1.000 123.70
0.618 123.55
HIGH 123.32
0.618 123.17
0.500 123.13
0.382 123.09
LOW 122.94
0.618 122.71
1.000 122.56
1.618 122.33
2.618 121.95
4.250 121.33
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 123.22 123.25
PP 123.18 123.23
S1 123.13 123.21

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

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