Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 120.86 120.20 -0.66 -0.5% 118.71
High 121.05 121.28 0.23 0.2% 121.60
Low 119.90 120.13 0.23 0.2% 118.53
Close 120.40 121.03 0.63 0.5% 120.84
Range 1.15 1.15 0.00 0.0% 3.07
ATR 0.88 0.90 0.02 2.2% 0.00
Volume 19,510 29,793 10,283 52.7% 51,782
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 124.26 123.80 121.66
R3 123.11 122.65 121.35
R2 121.96 121.96 121.24
R1 121.50 121.50 121.14 121.73
PP 120.81 120.81 120.81 120.93
S1 120.35 120.35 120.92 120.58
S2 119.66 119.66 120.82
S3 118.51 119.20 120.71
S4 117.36 118.05 120.40
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 129.53 128.26 122.53
R3 126.46 125.19 121.68
R2 123.39 123.39 121.40
R1 122.12 122.12 121.12 122.76
PP 120.32 120.32 120.32 120.64
S1 119.05 119.05 120.56 119.69
S2 117.25 117.25 120.28
S3 114.18 115.98 120.00
S4 111.11 112.91 119.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.60 119.24 2.36 1.9% 1.12 0.9% 76% False False 19,543
10 121.60 117.85 3.75 3.1% 0.88 0.7% 85% False False 12,133
20 121.60 116.00 5.60 4.6% 0.78 0.6% 90% False False 6,598
40 121.60 114.18 7.42 6.1% 0.80 0.7% 92% False False 3,664
60 121.60 113.48 8.12 6.7% 0.74 0.6% 93% False False 2,598
Crabel Price Patterns
NR False
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 0.15
Fibonacci Retracements and Extensions
4.250 126.17
2.618 124.29
1.618 123.14
1.000 122.43
0.618 121.99
HIGH 121.28
0.618 120.84
0.500 120.71
0.382 120.57
LOW 120.13
0.618 119.42
1.000 118.98
1.618 118.27
2.618 117.12
4.250 115.24
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 120.92 120.94
PP 120.81 120.84
S1 120.71 120.75

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

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