Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 120.20 121.11 0.91 0.8% 118.71
High 121.28 121.76 0.48 0.4% 121.60
Low 120.13 120.95 0.82 0.7% 118.53
Close 121.03 121.64 0.61 0.5% 120.84
Range 1.15 0.81 -0.34 -29.6% 3.07
ATR 0.90 0.89 -0.01 -0.7% 0.00
Volume 29,793 42,654 12,861 43.2% 51,782
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 123.88 123.57 122.09
R3 123.07 122.76 121.86
R2 122.26 122.26 121.79
R1 121.95 121.95 121.71 122.11
PP 121.45 121.45 121.45 121.53
S1 121.14 121.14 121.57 121.30
S2 120.64 120.64 121.49
S3 119.83 120.33 121.42
S4 119.02 119.52 121.19
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
5 121.76 119.90 1.86 1.5% 1.11 0.9% 94% True False 25,618
10 121.76 118.00 3.76 3.1% 0.88 0.7% 97% True False 14,810
20 121.76 116.00 5.76 4.7% 0.80 0.7% 98% True False 8,629
40 121.76 114.18 7.58 6.2% 0.81 0.7% 98% True False 4,706
60 121.76 113.48 8.28 6.8% 0.75 0.6% 99% True False 3,309
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 0.17
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 125.20
2.618 123.88
1.618 123.07
1.000 122.57
0.618 122.26
HIGH 121.76
0.618 121.45
0.500 121.36
0.382 121.26
LOW 120.95
0.618 120.45
1.000 120.14
1.618 119.64
2.618 118.83
4.250 117.51
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 121.55 121.37
PP 121.45 121.10
S1 121.36 120.83

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

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