Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 117.00 117.28 0.28 0.2% 114.78
High 117.73 117.48 -0.25 -0.2% 118.13
Low 116.72 117.00 0.28 0.2% 114.76
Close 117.46 117.08 -0.38 -0.3% 117.51
Range 1.01 0.48 -0.53 -52.5% 3.37
ATR 0.92 0.88 -0.03 -3.4% 0.00
Volume 303 2,029 1,726 569.6% 5,064
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 118.63 118.33 117.34
R3 118.15 117.85 117.21
R2 117.67 117.67 117.17
R1 117.37 117.37 117.12 117.28
PP 117.19 117.19 117.19 117.14
S1 116.89 116.89 117.04 116.80
S2 116.71 116.71 116.99
S3 116.23 116.41 116.95
S4 115.75 115.93 116.82
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
5 118.13 116.72 1.41 1.2% 0.76 0.7% 26% False False 1,100
10 118.13 114.18 3.95 3.4% 0.81 0.7% 73% False False 939
20 118.19 114.18 4.01 3.4% 0.81 0.7% 72% False False 782
40 118.19 113.48 4.71 4.0% 0.73 0.6% 76% False False 648
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 119.52
2.618 118.74
1.618 118.26
1.000 117.96
0.618 117.78
HIGH 117.48
0.618 117.30
0.500 117.24
0.382 117.18
LOW 117.00
0.618 116.70
1.000 116.52
1.618 116.22
2.618 115.74
4.250 114.96
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 117.24 117.32
PP 117.19 117.24
S1 117.13 117.16

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

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