Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 116.12 117.00 0.88 0.8% 114.80
High 117.34 117.72 0.38 0.3% 115.55
Low 116.08 116.84 0.76 0.7% 114.18
Close 117.04 117.04 0.00 0.0% 115.16
Range 1.26 0.88 -0.38 -30.2% 1.37
ATR 0.92 0.91 0.00 -0.3% 0.00
Volume 322 1,268 946 293.8% 1,313
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 119.84 119.32 117.52
R3 118.96 118.44 117.28
R2 118.08 118.08 117.20
R1 117.56 117.56 117.12 117.82
PP 117.20 117.20 117.20 117.33
S1 116.68 116.68 116.96 116.94
S2 116.32 116.32 116.88
S3 115.44 115.80 116.80
S4 114.56 114.92 116.56
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
5 117.72 114.42 3.30 2.8% 0.91 0.8% 79% True False 1,023
10 117.72 114.18 3.54 3.0% 0.73 0.6% 81% True False 618
20 118.19 113.98 4.21 3.6% 0.86 0.7% 73% False False 671
40 118.19 113.48 4.71 4.0% 0.66 0.6% 76% False False 551
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.46
2.618 120.02
1.618 119.14
1.000 118.60
0.618 118.26
HIGH 117.72
0.618 117.38
0.500 117.28
0.382 117.18
LOW 116.84
0.618 116.30
1.000 115.96
1.618 115.42
2.618 114.54
4.250 113.10
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 117.28 116.86
PP 117.20 116.68
S1 117.12 116.50

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

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