Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 123.20 123.54 0.34 0.3% 122.44
High 123.93 123.80 -0.13 -0.1% 122.45
Low 123.20 123.16 -0.04 0.0% 121.00
Close 123.73 123.54 -0.19 -0.2% 120.72
Range 0.73 0.64 -0.09 -12.3% 1.45
ATR 0.80 0.79 -0.01 -1.4% 0.00
Volume 221 19 -202 -91.4% 130
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 125.42 125.12 123.89
R3 124.78 124.48 123.72
R2 124.14 124.14 123.66
R1 123.84 123.84 123.60 123.86
PP 123.50 123.50 123.50 123.51
S1 123.20 123.20 123.48 123.22
S2 122.86 122.86 123.42
S3 122.22 122.56 123.36
S4 121.58 121.92 123.19
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 125.74 124.68 121.52
R3 124.29 123.23 121.12
R2 122.84 122.84 120.99
R1 121.78 121.78 120.85 121.59
PP 121.39 121.39 121.39 121.29
S1 120.33 120.33 120.59 120.14
S2 119.94 119.94 120.45
S3 118.49 118.88 120.32
S4 117.04 117.43 119.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.93 121.39 2.54 2.1% 0.66 0.5% 85% False False 67
10 123.93 121.00 2.93 2.4% 0.62 0.5% 87% False False 39
20 124.39 121.00 3.39 2.7% 0.40 0.3% 75% False False 85
40 124.39 116.83 7.56 6.1% 0.20 0.2% 89% False False 128
Crabel Price Patterns
NR True
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 0.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.52
2.618 125.48
1.618 124.84
1.000 124.44
0.618 124.20
HIGH 123.80
0.618 123.56
0.500 123.48
0.382 123.40
LOW 123.16
0.618 122.76
1.000 122.52
1.618 122.12
2.618 121.48
4.250 120.44
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 123.52 123.32
PP 123.50 123.09
S1 123.48 122.87

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

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