Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 117.54 117.93 0.39 0.3% 116.04
High 117.96 118.11 0.15 0.1% 118.01
Low 117.18 117.56 0.38 0.3% 115.96
Close 117.87 118.04 0.17 0.1% 117.74
Range 0.78 0.55 -0.23 -29.5% 2.05
ATR 1.05 1.01 -0.04 -3.4% 0.00
Volume 404,250 461,929 57,679 14.3% 3,087,818
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 119.55 119.35 118.34
R3 119.00 118.80 118.19
R2 118.45 118.45 118.14
R1 118.25 118.25 118.09 118.35
PP 117.90 117.90 117.90 117.96
S1 117.70 117.70 117.99 117.80
S2 117.35 117.35 117.94
S3 116.80 117.15 117.89
S4 116.25 116.60 117.74
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 123.39 122.61 118.87
R3 121.34 120.56 118.30
R2 119.29 119.29 118.12
R1 118.51 118.51 117.93 118.90
PP 117.24 117.24 117.24 117.43
S1 116.46 116.46 117.55 116.85
S2 115.19 115.19 117.36
S3 113.14 114.41 117.18
S4 111.09 112.36 116.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.11 116.01 2.10 1.8% 0.86 0.7% 97% True False 597,556
10 118.11 115.88 2.23 1.9% 0.92 0.8% 97% True False 608,048
20 118.11 113.67 4.44 3.8% 0.93 0.8% 98% True False 460,700
40 118.11 112.91 5.20 4.4% 0.97 0.8% 99% True False 451,798
60 118.11 112.91 5.20 4.4% 0.92 0.8% 99% True False 465,889
80 118.11 109.55 8.56 7.3% 0.82 0.7% 99% True False 349,655
100 118.11 109.55 8.56 7.3% 0.78 0.7% 99% True False 279,851
120 118.11 109.40 8.71 7.4% 0.70 0.6% 99% True False 233,246
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120.45
2.618 119.55
1.618 119.00
1.000 118.66
0.618 118.45
HIGH 118.11
0.618 117.90
0.500 117.84
0.382 117.77
LOW 117.56
0.618 117.22
1.000 117.01
1.618 116.67
2.618 116.12
4.250 115.22
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 117.97 117.91
PP 117.90 117.78
S1 117.84 117.65

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

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