Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 124.83 125.10 0.27 0.2% 123.89
High 125.21 125.55 0.34 0.3% 125.21
Low 124.83 124.82 -0.01 0.0% 123.75
Close 124.92 125.35 0.43 0.3% 124.92
Range 0.38 0.73 0.35 92.1% 1.46
ATR 1.15 1.12 -0.03 -2.6% 0.00
Volume 132,049 132,151 102 0.1% 367,649
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 127.43 127.12 125.75
R3 126.70 126.39 125.55
R2 125.97 125.97 125.48
R1 125.66 125.66 125.42 125.82
PP 125.24 125.24 125.24 125.32
S1 124.93 124.93 125.28 125.09
S2 124.51 124.51 125.22
S3 123.78 124.20 125.15
S4 123.05 123.47 124.95
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 129.01 128.42 125.72
R3 127.55 126.96 125.32
R2 126.09 126.09 125.19
R1 125.50 125.50 125.05 125.80
PP 124.63 124.63 124.63 124.77
S1 124.04 124.04 124.79 124.34
S2 123.17 123.17 124.65
S3 121.71 122.58 124.52
S4 120.25 121.12 124.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.55 123.75 1.80 1.4% 0.88 0.7% 89% True False 255,623
10 125.55 121.33 4.22 3.4% 1.10 0.9% 95% True False 387,348
20 125.55 121.33 4.22 3.4% 1.11 0.9% 95% True False 388,826
40 125.55 116.00 9.55 7.6% 0.96 0.8% 98% True False 198,728
60 125.55 114.18 11.37 9.1% 0.91 0.7% 98% True False 132,746
80 125.55 113.48 12.07 9.6% 0.84 0.7% 98% True False 99,688
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.65
2.618 127.46
1.618 126.73
1.000 126.28
0.618 126.00
HIGH 125.55
0.618 125.27
0.500 125.19
0.382 125.10
LOW 124.82
0.618 124.37
1.000 124.09
1.618 123.64
2.618 122.91
4.250 121.72
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 125.30 125.12
PP 125.24 124.88
S1 125.19 124.65

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

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