Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 124.45 124.60 0.15 0.1% 121.77
High 124.85 124.91 0.06 0.0% 124.91
Low 124.02 123.89 -0.13 -0.1% 121.57
Close 124.53 124.35 -0.18 -0.1% 124.35
Range 0.83 1.02 0.19 22.9% 3.34
ATR 1.20 1.19 -0.01 -1.1% 0.00
Volume 493,527 284,789 -208,738 -42.3% 2,235,218
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 127.44 126.92 124.91
R3 126.42 125.90 124.63
R2 125.40 125.40 124.54
R1 124.88 124.88 124.44 124.63
PP 124.38 124.38 124.38 124.26
S1 123.86 123.86 124.26 123.61
S2 123.36 123.36 124.16
S3 122.34 122.84 124.07
S4 121.32 121.82 123.79
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 133.63 132.33 126.19
R3 130.29 128.99 125.27
R2 126.95 126.95 124.96
R1 125.65 125.65 124.66 126.30
PP 123.61 123.61 123.61 123.94
S1 122.31 122.31 124.04 122.96
S2 120.27 120.27 123.74
S3 116.93 118.97 123.43
S4 113.59 115.63 122.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.91 121.57 3.34 2.7% 1.11 0.9% 83% True False 447,043
10 124.91 121.33 3.58 2.9% 1.18 1.0% 84% True False 505,606
20 125.39 119.90 5.49 4.4% 1.14 0.9% 81% False False 368,434
40 125.39 116.00 9.39 7.6% 0.95 0.8% 89% False False 186,333
60 125.39 114.18 11.21 9.0% 0.92 0.7% 91% False False 124,446
80 125.39 113.48 11.91 9.6% 0.81 0.7% 91% False False 93,443
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.25
2.618 127.58
1.618 126.56
1.000 125.93
0.618 125.54
HIGH 124.91
0.618 124.52
0.500 124.40
0.382 124.28
LOW 123.89
0.618 123.26
1.000 122.87
1.618 122.24
2.618 121.22
4.250 119.56
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 124.40 124.40
PP 124.38 124.38
S1 124.37 124.37

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

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