Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 115.57 116.12 0.55 0.5% 114.80
High 116.01 117.34 1.33 1.1% 115.55
Low 115.27 116.08 0.81 0.7% 114.18
Close 115.64 117.04 1.40 1.2% 115.16
Range 0.74 1.26 0.52 70.3% 1.37
ATR 0.86 0.92 0.06 7.0% 0.00
Volume 3,238 322 -2,916 -90.1% 1,313
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 120.60 120.08 117.73
R3 119.34 118.82 117.39
R2 118.08 118.08 117.27
R1 117.56 117.56 117.16 117.82
PP 116.82 116.82 116.82 116.95
S1 116.30 116.30 116.92 116.56
S2 115.56 115.56 116.81
S3 114.30 115.04 116.69
S4 113.04 113.78 116.35
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 119.07 118.49 115.91
R3 117.70 117.12 115.54
R2 116.33 116.33 115.41
R1 115.75 115.75 115.29 116.04
PP 114.96 114.96 114.96 115.11
S1 114.38 114.38 115.03 114.67
S2 113.59 113.59 114.91
S3 112.22 113.01 114.78
S4 110.85 111.64 114.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.34 114.18 3.16 2.7% 0.86 0.7% 91% True False 779
10 117.34 114.18 3.16 2.7% 0.74 0.6% 91% True False 502
20 118.19 113.74 4.45 3.8% 0.85 0.7% 74% False False 724
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 0.08
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 122.70
2.618 120.64
1.618 119.38
1.000 118.60
0.618 118.12
HIGH 117.34
0.618 116.86
0.500 116.71
0.382 116.56
LOW 116.08
0.618 115.30
1.000 114.82
1.618 114.04
2.618 112.78
4.250 110.73
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 116.93 116.71
PP 116.82 116.38
S1 116.71 116.05

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

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