Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 118.50 118.15 -0.35 -0.3% 117.54
High 118.70 118.82 0.12 0.1% 118.82
Low 118.01 117.78 -0.23 -0.2% 117.18
Close 118.33 118.76 0.43 0.4% 118.76
Range 0.69 1.04 0.35 50.7% 1.64
ATR 0.99 0.99 0.00 0.4% 0.00
Volume 646,904 583,770 -63,134 -9.8% 2,847,600
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 121.57 121.21 119.33
R3 120.53 120.17 119.05
R2 119.49 119.49 118.95
R1 119.13 119.13 118.86 119.31
PP 118.45 118.45 118.45 118.55
S1 118.09 118.09 118.66 118.27
S2 117.41 117.41 118.57
S3 116.37 117.05 118.47
S4 115.33 116.01 118.19
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 123.17 122.61 119.66
R3 121.53 120.97 119.21
R2 119.89 119.89 119.06
R1 119.33 119.33 118.91 119.61
PP 118.25 118.25 118.25 118.40
S1 117.69 117.69 118.61 117.97
S2 116.61 116.61 118.46
S3 114.97 116.05 118.31
S4 113.33 114.41 117.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.82 117.18 1.64 1.4% 0.80 0.7% 96% True False 569,520
10 118.82 115.96 2.86 2.4% 0.86 0.7% 98% True False 593,541
20 118.82 113.87 4.95 4.2% 0.94 0.8% 99% True False 559,771
40 118.82 112.91 5.91 5.0% 0.96 0.8% 99% True False 501,334
60 118.82 112.91 5.91 5.0% 0.93 0.8% 99% True False 498,322
80 118.82 110.27 8.55 7.2% 0.83 0.7% 99% True False 374,405
100 118.82 109.55 9.27 7.8% 0.79 0.7% 99% True False 299,661
120 118.82 109.40 9.42 7.9% 0.72 0.6% 99% True False 249,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123.24
2.618 121.54
1.618 120.50
1.000 119.86
0.618 119.46
HIGH 118.82
0.618 118.42
0.500 118.30
0.382 118.18
LOW 117.78
0.618 117.14
1.000 116.74
1.618 116.10
2.618 115.06
4.250 113.36
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 118.61 118.59
PP 118.45 118.41
S1 118.30 118.24

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

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