Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 123.72 123.37 -0.35 -0.3% 121.39
High 123.85 124.00 0.15 0.1% 123.93
Low 123.72 123.37 -0.35 -0.3% 121.39
Close 123.35 123.99 0.64 0.5% 123.35
Range 0.13 0.63 0.50 384.6% 2.54
ATR 0.75 0.74 -0.01 -1.0% 0.00
Volume 70 8 -62 -88.6% 321
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 125.68 125.46 124.34
R3 125.05 124.83 124.16
R2 124.42 124.42 124.11
R1 124.20 124.20 124.05 124.31
PP 123.79 123.79 123.79 123.84
S1 123.57 123.57 123.93 123.68
S2 123.16 123.16 123.87
S3 122.53 122.94 123.82
S4 121.90 122.31 123.64
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 130.51 129.47 124.75
R3 127.97 126.93 124.05
R2 125.43 125.43 123.82
R1 124.39 124.39 123.58 124.91
PP 122.89 122.89 122.89 123.15
S1 121.85 121.85 123.12 122.37
S2 120.35 120.35 122.88
S3 117.81 119.31 122.65
S4 115.27 116.77 121.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.00 121.81 2.19 1.8% 0.66 0.5% 100% True False 65
10 124.00 121.00 3.00 2.4% 0.62 0.5% 100% True False 45
20 124.39 121.00 3.39 2.7% 0.44 0.4% 88% False False 67
40 124.39 116.83 7.56 6.1% 0.22 0.2% 95% False False 126
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.68
2.618 125.65
1.618 125.02
1.000 124.63
0.618 124.39
HIGH 124.00
0.618 123.76
0.500 123.69
0.382 123.61
LOW 123.37
0.618 122.98
1.000 122.74
1.618 122.35
2.618 121.72
4.250 120.69
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 123.89 123.85
PP 123.79 123.72
S1 123.69 123.58

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

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