Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 121.28 121.75 0.47 0.4% 122.00
High 122.04 121.84 -0.20 -0.2% 122.60
Low 121.25 120.95 -0.30 -0.2% 121.06
Close 121.82 121.16 -0.66 -0.5% 121.46
Range 0.79 0.89 0.10 12.7% 1.54
ATR 0.63 0.65 0.02 2.9% 0.00
Volume 949,246 983,612 34,366 3.6% 3,927,908
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 123.99 123.46 121.65
R3 123.10 122.57 121.40
R2 122.21 122.21 121.32
R1 121.68 121.68 121.24 121.50
PP 121.32 121.32 121.32 121.23
S1 120.79 120.79 121.08 120.61
S2 120.43 120.43 121.00
S3 119.54 119.90 120.92
S4 118.65 119.01 120.67
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
5 122.04 120.95 1.09 0.9% 0.64 0.5% 19% False True 834,155
10 123.04 120.95 2.09 1.7% 0.64 0.5% 10% False True 788,678
20 123.04 120.66 2.38 2.0% 0.59 0.5% 21% False False 774,614
40 123.04 119.85 3.19 2.6% 0.61 0.5% 41% False False 630,465
60 123.04 118.61 4.43 3.7% 0.61 0.5% 58% False False 421,495
80 123.04 118.61 4.43 3.7% 0.57 0.5% 58% False False 316,236
100 123.04 116.37 6.67 5.5% 0.53 0.4% 72% False False 253,011
120 123.04 116.37 6.67 5.5% 0.44 0.4% 72% False False 210,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 125.62
2.618 124.17
1.618 123.28
1.000 122.73
0.618 122.39
HIGH 121.84
0.618 121.50
0.500 121.40
0.382 121.29
LOW 120.95
0.618 120.40
1.000 120.06
1.618 119.51
2.618 118.62
4.250 117.17
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 121.40 121.50
PP 121.32 121.38
S1 121.24 121.27

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

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