Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 120.12 121.01 0.89 0.7% 118.61
High 121.45 121.48 0.03 0.0% 121.48
Low 120.07 120.31 0.24 0.2% 118.39
Close 120.83 120.70 -0.13 -0.1% 120.70
Range 1.38 1.17 -0.21 -15.2% 3.09
ATR 1.00 1.01 0.01 1.2% 0.00
Volume 962,930 921,901 -41,029 -4.3% 3,548,464
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 124.34 123.69 121.34
R3 123.17 122.52 121.02
R2 122.00 122.00 120.91
R1 121.35 121.35 120.81 121.09
PP 120.83 120.83 120.83 120.70
S1 120.18 120.18 120.59 119.92
S2 119.66 119.66 120.49
S3 118.49 119.01 120.38
S4 117.32 117.84 120.06
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 129.46 128.17 122.40
R3 126.37 125.08 121.55
R2 123.28 123.28 121.27
R1 121.99 121.99 120.98 122.64
PP 120.19 120.19 120.19 120.51
S1 118.90 118.90 120.42 119.55
S2 117.10 117.10 120.13
S3 114.01 115.81 119.85
S4 110.92 112.72 119.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.48 118.39 3.09 2.6% 0.89 0.7% 75% True False 709,692
10 121.48 117.18 4.30 3.6% 0.85 0.7% 82% True False 639,606
20 121.48 115.88 5.60 4.6% 0.91 0.8% 86% True False 646,089
40 121.48 113.50 7.98 6.6% 0.99 0.8% 90% True False 487,777
60 121.48 112.91 8.57 7.1% 0.94 0.8% 91% True False 554,983
80 121.48 112.21 9.27 7.7% 0.85 0.7% 92% True False 418,682
100 121.48 109.55 11.93 9.9% 0.80 0.7% 93% True False 335,134
120 121.48 109.40 12.08 10.0% 0.75 0.6% 94% True False 279,315
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.45
2.618 124.54
1.618 123.37
1.000 122.65
0.618 122.20
HIGH 121.48
0.618 121.03
0.500 120.90
0.382 120.76
LOW 120.31
0.618 119.59
1.000 119.14
1.618 118.42
2.618 117.25
4.250 115.34
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 120.90 120.56
PP 120.83 120.41
S1 120.77 120.27

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

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