Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 118.15 118.61 0.46 0.4% 117.54
High 118.82 118.84 0.02 0.0% 118.82
Low 117.78 118.39 0.61 0.5% 117.18
Close 118.76 118.74 -0.02 0.0% 118.76
Range 1.04 0.45 -0.59 -56.7% 1.64
ATR 0.99 0.95 -0.04 -3.9% 0.00
Volume 583,770 394,474 -189,296 -32.4% 2,847,600
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 120.01 119.82 118.99
R3 119.56 119.37 118.86
R2 119.11 119.11 118.82
R1 118.92 118.92 118.78 119.02
PP 118.66 118.66 118.66 118.70
S1 118.47 118.47 118.70 118.57
S2 118.21 118.21 118.66
S3 117.76 118.02 118.62
S4 117.31 117.57 118.49
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
5 118.84 117.56 1.28 1.1% 0.74 0.6% 92% True False 567,564
10 118.84 116.01 2.83 2.4% 0.81 0.7% 96% True False 583,714
20 118.84 114.25 4.59 3.9% 0.89 0.7% 98% True False 579,495
40 118.84 113.21 5.63 4.7% 0.95 0.8% 98% True False 488,108
60 118.84 112.91 5.93 5.0% 0.92 0.8% 98% True False 504,812
80 118.84 110.81 8.03 6.8% 0.83 0.7% 99% True False 379,333
100 118.84 109.55 9.29 7.8% 0.79 0.7% 99% True False 303,602
120 118.84 109.40 9.44 8.0% 0.72 0.6% 99% True False 253,032
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 120.75
2.618 120.02
1.618 119.57
1.000 119.29
0.618 119.12
HIGH 118.84
0.618 118.67
0.500 118.62
0.382 118.56
LOW 118.39
0.618 118.11
1.000 117.94
1.618 117.66
2.618 117.21
4.250 116.48
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 118.70 118.60
PP 118.66 118.45
S1 118.62 118.31

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

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