Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 121.81 121.20 -0.61 -0.5% 120.69
High 121.82 122.14 0.32 0.3% 122.14
Low 120.98 121.20 0.22 0.2% 120.51
Close 121.21 121.90 0.69 0.6% 121.90
Range 0.84 0.94 0.10 11.9% 1.63
ATR 0.63 0.66 0.02 3.5% 0.00
Volume 912,088 918,983 6,895 0.8% 4,178,135
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 124.57 124.17 122.42
R3 123.63 123.23 122.16
R2 122.69 122.69 122.07
R1 122.29 122.29 121.99 122.49
PP 121.75 121.75 121.75 121.85
S1 121.35 121.35 121.81 121.55
S2 120.81 120.81 121.73
S3 119.87 120.41 121.64
S4 118.93 119.47 121.38
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 126.41 125.78 122.80
R3 124.78 124.15 122.35
R2 123.15 123.15 122.20
R1 122.52 122.52 122.05 122.84
PP 121.52 121.52 121.52 121.67
S1 120.89 120.89 121.75 121.21
S2 119.89 119.89 121.60
S3 118.26 119.26 121.45
S4 116.63 117.63 121.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.14 120.51 1.63 1.3% 0.72 0.6% 85% True False 835,627
10 122.14 120.51 1.63 1.3% 0.65 0.5% 85% True False 801,532
20 123.04 120.51 2.53 2.1% 0.60 0.5% 55% False False 768,822
40 123.04 119.85 3.19 2.6% 0.62 0.5% 64% False False 743,630
60 123.04 118.61 4.43 3.6% 0.61 0.5% 74% False False 515,314
80 123.04 118.61 4.43 3.6% 0.60 0.5% 74% False False 386,809
100 123.04 117.09 5.95 4.9% 0.56 0.5% 81% False False 309,462
120 123.04 116.37 6.67 5.5% 0.48 0.4% 83% False False 257,905
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 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.14
2.618 124.60
1.618 123.66
1.000 123.08
0.618 122.72
HIGH 122.14
0.618 121.78
0.500 121.67
0.382 121.56
LOW 121.20
0.618 120.62
1.000 120.26
1.618 119.68
2.618 118.74
4.250 117.21
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 121.82 121.79
PP 121.75 121.67
S1 121.67 121.56

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

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