Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 120.78 121.50 0.72 0.6% 121.34
High 121.66 121.80 0.14 0.1% 122.04
Low 120.72 121.36 0.64 0.5% 120.74
Close 121.52 121.67 0.15 0.1% 120.84
Range 0.94 0.44 -0.50 -53.2% 1.30
ATR 0.63 0.62 -0.01 -2.2% 0.00
Volume 877,976 749,108 -128,868 -14.7% 3,837,194
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 122.93 122.74 121.91
R3 122.49 122.30 121.79
R2 122.05 122.05 121.75
R1 121.86 121.86 121.71 121.96
PP 121.61 121.61 121.61 121.66
S1 121.42 121.42 121.63 121.52
S2 121.17 121.17 121.59
S3 120.73 120.98 121.55
S4 120.29 120.54 121.43
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
5 121.80 120.51 1.29 1.1% 0.53 0.4% 90% True False 763,006
10 122.04 120.51 1.53 1.3% 0.58 0.5% 76% False False 798,580
20 123.04 120.51 2.53 2.1% 0.58 0.5% 46% False False 776,456
40 123.04 119.85 3.19 2.6% 0.60 0.5% 57% False False 719,860
60 123.04 118.61 4.43 3.6% 0.60 0.5% 69% False False 484,906
80 123.04 118.61 4.43 3.6% 0.59 0.5% 69% False False 363,921
100 123.04 116.44 6.60 5.4% 0.55 0.4% 79% False False 291,152
120 123.04 116.37 6.67 5.5% 0.47 0.4% 79% False False 242,649
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.67
2.618 122.95
1.618 122.51
1.000 122.24
0.618 122.07
HIGH 121.80
0.618 121.63
0.500 121.58
0.382 121.53
LOW 121.36
0.618 121.09
1.000 120.92
1.618 120.65
2.618 120.21
4.250 119.49
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 121.64 121.50
PP 121.61 121.33
S1 121.58 121.16

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

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