Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 118.61 118.85 0.24 0.2% 117.54
High 118.84 119.23 0.39 0.3% 118.82
Low 118.39 118.70 0.31 0.3% 117.18
Close 118.74 118.76 0.02 0.0% 118.76
Range 0.45 0.53 0.08 17.8% 1.64
ATR 0.95 0.92 -0.03 -3.2% 0.00
Volume 394,474 541,040 146,566 37.2% 2,847,600
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 120.49 120.15 119.05
R3 119.96 119.62 118.91
R2 119.43 119.43 118.86
R1 119.09 119.09 118.81 119.00
PP 118.90 118.90 118.90 118.85
S1 118.56 118.56 118.71 118.47
S2 118.37 118.37 118.66
S3 117.84 118.03 118.61
S4 117.31 117.50 118.47
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
5 119.23 117.66 1.57 1.3% 0.73 0.6% 70% True False 583,387
10 119.23 116.01 3.22 2.7% 0.80 0.7% 85% True False 590,471
20 119.23 114.73 4.50 3.8% 0.88 0.7% 90% True False 606,547
40 119.23 113.23 6.00 5.1% 0.95 0.8% 92% True False 480,405
60 119.23 112.91 6.32 5.3% 0.92 0.8% 93% True False 513,391
80 119.23 111.36 7.87 6.6% 0.83 0.7% 94% True False 386,076
100 119.23 109.55 9.68 8.2% 0.79 0.7% 95% True False 309,011
120 119.23 109.40 9.83 8.3% 0.73 0.6% 95% True False 257,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.48
2.618 120.62
1.618 120.09
1.000 119.76
0.618 119.56
HIGH 119.23
0.618 119.03
0.500 118.97
0.382 118.90
LOW 118.70
0.618 118.37
1.000 118.17
1.618 117.84
2.618 117.31
4.250 116.45
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 118.97 118.68
PP 118.90 118.59
S1 118.83 118.51

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

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