Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 119.27 120.12 0.85 0.7% 117.54
High 119.99 121.45 1.46 1.2% 118.82
Low 119.06 120.07 1.01 0.8% 117.18
Close 119.70 120.83 1.13 0.9% 118.76
Range 0.93 1.38 0.45 48.4% 1.64
ATR 0.94 1.00 0.06 6.1% 0.00
Volume 728,119 962,930 234,811 32.2% 2,847,600
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 124.92 124.26 121.59
R3 123.54 122.88 121.21
R2 122.16 122.16 121.08
R1 121.50 121.50 120.96 121.83
PP 120.78 120.78 120.78 120.95
S1 120.12 120.12 120.70 120.45
S2 119.40 119.40 120.58
S3 118.02 118.74 120.45
S4 116.64 117.36 120.07
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
5 121.45 117.78 3.67 3.0% 0.87 0.7% 83% True False 642,066
10 121.45 117.18 4.27 3.5% 0.79 0.7% 85% True False 604,995
20 121.45 115.88 5.57 4.6% 0.90 0.7% 89% True False 644,316
40 121.45 113.50 7.95 6.6% 0.97 0.8% 92% True False 480,350
60 121.45 112.91 8.54 7.1% 0.93 0.8% 93% True False 540,514
80 121.45 112.06 9.39 7.8% 0.84 0.7% 93% True False 407,177
100 121.45 109.55 11.90 9.8% 0.80 0.7% 95% True False 325,915
120 121.45 109.40 12.05 10.0% 0.74 0.6% 95% True False 271,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 127.32
2.618 125.06
1.618 123.68
1.000 122.83
0.618 122.30
HIGH 121.45
0.618 120.92
0.500 120.76
0.382 120.60
LOW 120.07
0.618 119.22
1.000 118.69
1.618 117.84
2.618 116.46
4.250 114.21
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 120.81 120.58
PP 120.78 120.33
S1 120.76 120.08

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

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