Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 120.97 120.69 -0.28 -0.2% 121.34
High 121.15 120.94 -0.21 -0.2% 122.04
Low 120.74 120.51 -0.23 -0.2% 120.74
Close 120.84 120.83 -0.01 0.0% 120.84
Range 0.41 0.43 0.02 4.9% 1.30
ATR 0.62 0.61 -0.01 -2.2% 0.00
Volume 722,856 719,980 -2,876 -0.4% 3,837,194
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 122.05 121.87 121.07
R3 121.62 121.44 120.95
R2 121.19 121.19 120.91
R1 121.01 121.01 120.87 121.10
PP 120.76 120.76 120.76 120.81
S1 120.58 120.58 120.79 120.67
S2 120.33 120.33 120.75
S3 119.90 120.15 120.71
S4 119.47 119.72 120.59
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 125.11 124.27 121.56
R3 123.81 122.97 121.20
R2 122.51 122.51 121.08
R1 121.67 121.67 120.96 121.44
PP 121.21 121.21 121.21 121.09
S1 120.37 120.37 120.72 120.14
S2 119.91 119.91 120.60
S3 118.61 119.07 120.48
S4 117.31 117.77 120.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.04 120.51 1.53 1.3% 0.59 0.5% 21% False True 824,161
10 122.60 120.51 2.09 1.7% 0.55 0.5% 15% False True 791,625
20 123.04 120.51 2.53 2.1% 0.56 0.5% 13% False True 780,180
40 123.04 119.85 3.19 2.6% 0.59 0.5% 31% False False 683,220
60 123.04 118.61 4.43 3.7% 0.60 0.5% 50% False False 457,851
80 123.04 118.61 4.43 3.7% 0.58 0.5% 50% False False 343,585
100 123.04 116.44 6.60 5.5% 0.54 0.4% 67% False False 274,882
120 123.04 116.37 6.67 5.5% 0.46 0.4% 67% False False 229,092
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122.77
2.618 122.07
1.618 121.64
1.000 121.37
0.618 121.21
HIGH 120.94
0.618 120.78
0.500 120.73
0.382 120.67
LOW 120.51
0.618 120.24
1.000 120.08
1.618 119.81
2.618 119.38
4.250 118.68
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 120.80 120.97
PP 120.76 120.92
S1 120.73 120.88

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

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