Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 117.36 117.74 0.38 0.3% 114.78
High 118.13 117.92 -0.21 -0.2% 118.13
Low 117.36 117.24 -0.12 -0.1% 114.76
Close 117.51 117.44 -0.07 -0.1% 117.51
Range 0.77 0.68 -0.09 -11.7% 3.37
ATR 0.93 0.91 -0.02 -1.9% 0.00
Volume 216 1,686 1,470 680.6% 5,064
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 119.57 119.19 117.81
R3 118.89 118.51 117.63
R2 118.21 118.21 117.56
R1 117.83 117.83 117.50 117.68
PP 117.53 117.53 117.53 117.46
S1 117.15 117.15 117.38 117.00
S2 116.85 116.85 117.32
S3 116.17 116.47 117.25
S4 115.49 115.79 117.07
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 126.91 125.58 119.36
R3 123.54 122.21 118.44
R2 120.17 120.17 118.13
R1 118.84 118.84 117.82 119.51
PP 116.80 116.80 116.80 117.13
S1 115.47 115.47 117.20 116.14
S2 113.43 113.43 116.89
S3 110.06 112.10 116.58
S4 106.69 108.73 115.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.13 115.27 2.86 2.4% 0.87 0.7% 76% False False 1,346
10 118.13 114.18 3.95 3.4% 0.71 0.6% 83% False False 801
20 118.19 114.18 4.01 3.4% 0.81 0.7% 81% False False 733
40 118.19 113.48 4.71 4.0% 0.69 0.6% 84% False False 591
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120.81
2.618 119.70
1.618 119.02
1.000 118.60
0.618 118.34
HIGH 117.92
0.618 117.66
0.500 117.58
0.382 117.50
LOW 117.24
0.618 116.82
1.000 116.56
1.618 116.14
2.618 115.46
4.250 114.35
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 117.58 117.49
PP 117.53 117.47
S1 117.49 117.46

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

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