Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 121.75 121.16 -0.59 -0.5% 122.00
High 121.84 121.43 -0.41 -0.3% 122.60
Low 120.95 121.01 0.06 0.0% 121.06
Close 121.16 121.19 0.03 0.0% 121.46
Range 0.89 0.42 -0.47 -52.8% 1.54
ATR 0.65 0.63 -0.02 -2.5% 0.00
Volume 983,612 745,111 -238,501 -24.2% 3,927,908
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 122.47 122.25 121.42
R3 122.05 121.83 121.31
R2 121.63 121.63 121.27
R1 121.41 121.41 121.23 121.52
PP 121.21 121.21 121.21 121.27
S1 120.99 120.99 121.15 121.10
S2 120.79 120.79 121.11
S3 120.37 120.57 121.07
S4 119.95 120.15 120.96
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% 0.60 0.5% 22% False False 776,419
10 122.85 120.95 1.90 1.6% 0.62 0.5% 13% False False 804,017
20 123.04 120.94 2.10 1.7% 0.59 0.5% 12% False False 768,185
40 123.04 119.85 3.19 2.6% 0.60 0.5% 42% False False 648,503
60 123.04 118.61 4.43 3.7% 0.62 0.5% 58% False False 433,883
80 123.04 118.61 4.43 3.7% 0.58 0.5% 58% False False 325,550
100 123.04 116.37 6.67 5.5% 0.54 0.4% 72% False False 260,460
120 123.04 116.37 6.67 5.5% 0.45 0.4% 72% False False 217,069
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.22
2.618 122.53
1.618 122.11
1.000 121.85
0.618 121.69
HIGH 121.43
0.618 121.27
0.500 121.22
0.382 121.17
LOW 121.01
0.618 120.75
1.000 120.59
1.618 120.33
2.618 119.91
4.250 119.23
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 121.22 121.50
PP 121.21 121.39
S1 121.20 121.29

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

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