Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 119.66 120.60 0.94 0.8% 118.77
High 119.66 120.60 0.94 0.8% 119.66
Low 119.66 120.60 0.94 0.8% 118.77
Close 119.66 120.60 0.94 0.8% 119.66
Range
ATR 0.31 0.35 0.05 14.6% 0.00
Volume 24 250 226 941.7% 650
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 120.60 120.60 120.60
R3 120.60 120.60 120.60
R2 120.60 120.60 120.60
R1 120.60 120.60 120.60 120.60
PP 120.60 120.60 120.60 120.60
S1 120.60 120.60 120.60 120.60
S2 120.60 120.60 120.60
S3 120.60 120.60 120.60
S4 120.60 120.60 120.60
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 122.03 121.74 120.15
R3 121.14 120.85 119.90
R2 120.25 120.25 119.82
R1 119.96 119.96 119.74 120.11
PP 119.36 119.36 119.36 119.44
S1 119.07 119.07 119.58 119.22
S2 118.47 118.47 119.50
S3 117.58 118.18 119.42
S4 116.69 117.29 119.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.60 119.23 1.37 1.1% 0.00 0.0% 100% True False 88
10 120.60 118.42 2.18 1.8% 0.00 0.0% 100% True False 161
20 120.60 116.83 3.77 3.1% 0.00 0.0% 100% True False 165
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.00
Fibonacci Retracements and Extensions
4.250 120.60
2.618 120.60
1.618 120.60
1.000 120.60
0.618 120.60
HIGH 120.60
0.618 120.60
0.500 120.60
0.382 120.60
LOW 120.60
0.618 120.60
1.000 120.60
1.618 120.60
2.618 120.60
4.250 120.60
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 120.60 120.44
PP 120.60 120.28
S1 120.60 120.12

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

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