Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 122.97 121.77 -1.20 -1.0% 123.77
High 123.43 122.72 -0.71 -0.6% 123.95
Low 121.33 121.57 0.24 0.2% 121.33
Close 121.56 122.40 0.84 0.7% 121.56
Range 2.10 1.15 -0.95 -45.2% 2.62
ATR 1.13 1.13 0.00 0.2% 0.00
Volume 660,110 390,852 -269,258 -40.8% 2,820,846
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 125.68 125.19 123.03
R3 124.53 124.04 122.72
R2 123.38 123.38 122.61
R1 122.89 122.89 122.51 123.14
PP 122.23 122.23 122.23 122.35
S1 121.74 121.74 122.29 121.99
S2 121.08 121.08 122.19
S3 119.93 120.59 122.08
S4 118.78 119.44 121.77
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
5 123.45 121.33 2.12 1.7% 1.26 1.0% 50% False False 529,144
10 125.39 121.33 4.06 3.3% 1.27 1.0% 26% False False 522,250
20 125.39 118.86 6.53 5.3% 1.10 0.9% 54% False False 278,744
40 125.39 115.27 10.12 8.3% 0.93 0.8% 70% False False 140,350
60 125.39 113.74 11.65 9.5% 0.88 0.7% 74% False False 93,760
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.61
2.618 125.73
1.618 124.58
1.000 123.87
0.618 123.43
HIGH 122.72
0.618 122.28
0.500 122.15
0.382 122.01
LOW 121.57
0.618 120.86
1.000 120.42
1.618 119.71
2.618 118.56
4.250 116.68
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 122.32 122.39
PP 122.23 122.39
S1 122.15 122.38

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

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