Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 119.27 120.28 1.01 0.8% 117.63
High 120.12 121.54 1.42 1.2% 118.90
Low 119.24 120.24 1.00 0.8% 117.50
Close 119.85 120.96 1.11 0.9% 118.91
Range 0.88 1.30 0.42 47.7% 1.40
ATR 0.78 0.84 0.07 8.4% 0.00
Volume 12,282 22,566 10,284 83.7% 23,177
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 124.81 124.19 121.68
R3 123.51 122.89 121.32
R2 122.21 122.21 121.20
R1 121.59 121.59 121.08 121.90
PP 120.91 120.91 120.91 121.07
S1 120.29 120.29 120.84 120.60
S2 119.61 119.61 120.72
S3 118.31 118.99 120.60
S4 117.01 117.69 120.25
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 122.64 122.17 119.68
R3 121.24 120.77 119.30
R2 119.84 119.84 119.17
R1 119.37 119.37 119.04 119.61
PP 118.44 118.44 118.44 118.55
S1 117.97 117.97 118.78 118.21
S2 117.04 117.04 118.65
S3 115.64 116.57 118.53
S4 114.24 115.17 118.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.54 118.00 3.54 2.9% 0.79 0.7% 84% True False 8,032
10 121.54 117.50 4.04 3.3% 0.68 0.6% 86% True False 6,196
20 121.54 116.00 5.54 4.6% 0.74 0.6% 90% True False 3,565
40 121.54 113.98 7.56 6.3% 0.80 0.7% 92% True False 2,118
60 121.54 113.48 8.06 6.7% 0.68 0.6% 93% True False 1,555
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 0.12
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 127.07
2.618 124.94
1.618 123.64
1.000 122.84
0.618 122.34
HIGH 121.54
0.618 121.04
0.500 120.89
0.382 120.74
LOW 120.24
0.618 119.44
1.000 118.94
1.618 118.14
2.618 116.84
4.250 114.72
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 120.94 120.71
PP 120.91 120.45
S1 120.89 120.20

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

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