Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 117.74 117.00 -0.74 -0.6% 114.78
High 117.92 117.73 -0.19 -0.2% 118.13
Low 117.24 116.72 -0.52 -0.4% 114.76
Close 117.44 117.46 0.02 0.0% 117.51
Range 0.68 1.01 0.33 48.5% 3.37
ATR 0.91 0.92 0.01 0.8% 0.00
Volume 1,686 303 -1,383 -82.0% 5,064
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 120.33 119.91 118.02
R3 119.32 118.90 117.74
R2 118.31 118.31 117.65
R1 117.89 117.89 117.55 118.10
PP 117.30 117.30 117.30 117.41
S1 116.88 116.88 117.37 117.09
S2 116.29 116.29 117.27
S3 115.28 115.87 117.18
S4 114.27 114.86 116.90
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
5 118.13 116.08 2.05 1.7% 0.92 0.8% 67% False False 759
10 118.13 114.18 3.95 3.4% 0.78 0.7% 83% False False 773
20 118.19 114.18 4.01 3.4% 0.82 0.7% 82% False False 730
40 118.19 113.48 4.71 4.0% 0.72 0.6% 85% False False 598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122.02
2.618 120.37
1.618 119.36
1.000 118.74
0.618 118.35
HIGH 117.73
0.618 117.34
0.500 117.23
0.382 117.11
LOW 116.72
0.618 116.10
1.000 115.71
1.618 115.09
2.618 114.08
4.250 112.43
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 117.38 117.45
PP 117.30 117.44
S1 117.23 117.43

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

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