Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
27-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 121.23 121.52 0.29 0.2% 120.71
High 121.54 121.79 0.25 0.2% 121.79
Low 121.04 121.40 0.36 0.3% 119.77
Close 121.27 121.47 0.20 0.2% 121.47
Range 0.50 0.39 -0.11 -22.0% 2.02
ATR 0.98 0.95 -0.03 -3.4% 0.00
Volume 391,557 488,070 96,513 24.6% 2,960,393
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 122.72 122.49 121.68
R3 122.33 122.10 121.58
R2 121.94 121.94 121.54
R1 121.71 121.71 121.51 121.63
PP 121.55 121.55 121.55 121.52
S1 121.32 121.32 121.43 121.24
S2 121.16 121.16 121.40
S3 120.77 120.93 121.36
S4 120.38 120.54 121.26
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 127.07 126.29 122.58
R3 125.05 124.27 122.03
R2 123.03 123.03 121.84
R1 122.25 122.25 121.66 122.64
PP 121.01 121.01 121.01 121.21
S1 120.23 120.23 121.28 120.62
S2 118.99 118.99 121.10
S3 116.97 118.21 120.91
S4 114.95 116.19 120.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.79 119.77 2.02 1.7% 0.80 0.7% 84% True False 592,078
10 121.79 118.39 3.40 2.8% 0.85 0.7% 91% True False 650,885
20 121.79 115.96 5.83 4.8% 0.86 0.7% 95% True False 622,213
40 121.79 113.67 8.12 6.7% 0.96 0.8% 96% True False 464,391
60 121.79 112.91 8.88 7.3% 0.94 0.8% 96% True False 549,957
80 121.79 112.91 8.88 7.3% 0.86 0.7% 96% True False 455,627
100 121.79 109.55 12.24 10.1% 0.81 0.7% 97% True False 364,690
120 121.79 109.40 12.39 10.2% 0.75 0.6% 97% True False 303,979
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 123.45
2.618 122.81
1.618 122.42
1.000 122.18
0.618 122.03
HIGH 121.79
0.618 121.64
0.500 121.60
0.382 121.55
LOW 121.40
0.618 121.16
1.000 121.01
1.618 120.77
2.618 120.38
4.250 119.74
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 121.60 121.40
PP 121.55 121.32
S1 121.51 121.25

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

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