Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 121.70 121.25 -0.45 -0.4% 122.00
High 121.75 121.58 -0.17 -0.1% 122.60
Low 121.13 121.06 -0.07 -0.1% 121.06
Close 121.43 121.46 0.03 0.0% 121.46
Range 0.62 0.52 -0.10 -16.1% 1.54
ATR 0.65 0.64 -0.01 -1.4% 0.00
Volume 1,033,792 767,757 -266,035 -25.7% 3,927,908
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 122.93 122.71 121.75
R3 122.41 122.19 121.60
R2 121.89 121.89 121.56
R1 121.67 121.67 121.51 121.78
PP 121.37 121.37 121.37 121.42
S1 121.15 121.15 121.41 121.26
S2 120.85 120.85 121.36
S3 120.33 120.63 121.32
S4 119.81 120.11 121.17
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 126.33 125.43 122.31
R3 124.79 123.89 121.88
R2 123.25 123.25 121.74
R1 122.35 122.35 121.60 122.03
PP 121.71 121.71 121.71 121.55
S1 120.81 120.81 121.32 120.49
S2 120.17 120.17 121.18
S3 118.63 119.27 121.04
S4 117.09 117.73 120.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.60 121.06 1.54 1.3% 0.56 0.5% 26% False True 785,581
10 123.04 121.06 1.98 1.6% 0.55 0.4% 20% False True 736,112
20 123.04 119.85 3.19 2.6% 0.59 0.5% 50% False False 760,422
40 123.04 119.85 3.19 2.6% 0.60 0.5% 50% False False 571,971
60 123.04 118.61 4.43 3.6% 0.60 0.5% 64% False False 382,085
80 123.04 118.61 4.43 3.6% 0.56 0.5% 64% False False 286,624
100 123.04 116.37 6.67 5.5% 0.51 0.4% 76% False False 229,324
120 123.04 116.37 6.67 5.5% 0.43 0.4% 76% False False 191,119
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.79
2.618 122.94
1.618 122.42
1.000 122.10
0.618 121.90
HIGH 121.58
0.618 121.38
0.500 121.32
0.382 121.26
LOW 121.06
0.618 120.74
1.000 120.54
1.618 120.22
2.618 119.70
4.250 118.85
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 121.41 121.71
PP 121.37 121.62
S1 121.32 121.54

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

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