Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 122.31 122.97 0.66 0.5% 123.77
High 122.80 123.43 0.63 0.5% 123.95
Low 122.05 121.33 -0.72 -0.6% 121.33
Close 122.42 121.56 -0.86 -0.7% 121.56
Range 0.75 2.10 1.35 180.0% 2.62
ATR 1.05 1.13 0.07 7.1% 0.00
Volume 478,358 660,110 181,752 38.0% 2,820,846
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 128.41 127.08 122.72
R3 126.31 124.98 122.14
R2 124.21 124.21 121.95
R1 122.88 122.88 121.75 122.50
PP 122.11 122.11 122.11 121.91
S1 120.78 120.78 121.37 120.40
S2 120.01 120.01 121.18
S3 117.91 118.68 120.98
S4 115.81 116.58 120.41
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 130.14 128.47 123.00
R3 127.52 125.85 122.28
R2 124.90 124.90 122.04
R1 123.23 123.23 121.80 122.76
PP 122.28 122.28 122.28 122.04
S1 120.61 120.61 121.32 120.14
S2 119.66 119.66 121.08
S3 117.04 117.99 120.84
S4 114.42 115.37 120.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.95 121.33 2.62 2.2% 1.25 1.0% 9% False True 564,169
10 125.39 121.33 4.06 3.3% 1.33 1.1% 6% False True 496,295
20 125.39 118.53 6.86 5.6% 1.07 0.9% 44% False False 259,262
40 125.39 114.76 10.63 8.7% 0.91 0.7% 64% False False 130,579
60 125.39 113.48 11.91 9.8% 0.87 0.7% 68% False False 87,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 132.36
2.618 128.93
1.618 126.83
1.000 125.53
0.618 124.73
HIGH 123.43
0.618 122.63
0.500 122.38
0.382 122.13
LOW 121.33
0.618 120.03
1.000 119.23
1.618 117.93
2.618 115.83
4.250 112.41
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 122.38 122.38
PP 122.11 122.11
S1 121.83 121.83

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

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