Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 122.41 122.73 0.32 0.3% 121.80
High 122.91 123.04 0.13 0.1% 122.97
Low 122.31 122.43 0.12 0.1% 121.25
Close 122.79 122.87 0.08 0.1% 122.67
Range 0.60 0.61 0.01 1.7% 1.72
ATR 0.61 0.61 0.00 0.0% 0.00
Volume 732,808 591,722 -141,086 -19.3% 4,237,201
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 124.61 124.35 123.21
R3 124.00 123.74 123.04
R2 123.39 123.39 122.98
R1 123.13 123.13 122.93 123.26
PP 122.78 122.78 122.78 122.85
S1 122.52 122.52 122.81 122.65
S2 122.17 122.17 122.76
S3 121.56 121.91 122.70
S4 120.95 121.30 122.53
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 127.46 126.78 123.62
R3 125.74 125.06 123.14
R2 124.02 124.02 122.99
R1 123.34 123.34 122.83 123.68
PP 122.30 122.30 122.30 122.47
S1 121.62 121.62 122.51 121.96
S2 120.58 120.58 122.35
S3 118.86 119.90 122.20
S4 117.14 118.18 121.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.04 122.31 0.73 0.6% 0.44 0.4% 77% True False 674,727
10 123.04 120.94 2.10 1.7% 0.55 0.4% 92% True False 732,352
20 123.04 119.85 3.19 2.6% 0.59 0.5% 95% True False 732,613
40 123.04 118.74 4.30 3.5% 0.59 0.5% 96% True False 449,379
60 123.04 118.61 4.43 3.6% 0.61 0.5% 96% True False 300,057
80 123.04 117.54 5.50 4.5% 0.55 0.4% 97% True False 225,059
100 123.04 116.37 6.67 5.4% 0.48 0.4% 97% True False 180,071
120 123.04 116.37 6.67 5.4% 0.40 0.3% 97% True False 150,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.63
2.618 124.64
1.618 124.03
1.000 123.65
0.618 123.42
HIGH 123.04
0.618 122.81
0.500 122.74
0.382 122.66
LOW 122.43
0.618 122.05
1.000 121.82
1.618 121.44
2.618 120.83
4.250 119.84
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 122.83 122.81
PP 122.78 122.74
S1 122.74 122.68

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

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