Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 121.20 121.98 0.78 0.6% 120.69
High 122.14 122.12 -0.02 0.0% 122.14
Low 121.20 121.77 0.57 0.5% 120.51
Close 121.90 121.91 0.01 0.0% 121.90
Range 0.94 0.35 -0.59 -62.8% 1.63
ATR 0.66 0.63 -0.02 -3.3% 0.00
Volume 918,983 646,772 -272,211 -29.6% 4,178,135
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 122.98 122.80 122.10
R3 122.63 122.45 122.01
R2 122.28 122.28 121.97
R1 122.10 122.10 121.94 122.02
PP 121.93 121.93 121.93 121.89
S1 121.75 121.75 121.88 121.67
S2 121.58 121.58 121.85
S3 121.23 121.40 121.81
S4 120.88 121.05 121.72
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
5 122.14 120.72 1.42 1.2% 0.70 0.6% 84% False False 820,985
10 122.14 120.51 1.63 1.3% 0.65 0.5% 86% False False 822,573
20 123.04 120.51 2.53 2.1% 0.60 0.5% 55% False False 775,385
40 123.04 119.85 3.19 2.6% 0.62 0.5% 65% False False 741,317
60 123.04 118.70 4.34 3.6% 0.60 0.5% 74% False False 526,082
80 123.04 118.61 4.43 3.6% 0.60 0.5% 74% False False 394,893
100 123.04 117.52 5.52 4.5% 0.56 0.5% 80% False False 315,928
120 123.04 116.37 6.67 5.5% 0.48 0.4% 83% False False 263,295
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 123.61
2.618 123.04
1.618 122.69
1.000 122.47
0.618 122.34
HIGH 122.12
0.618 121.99
0.500 121.95
0.382 121.90
LOW 121.77
0.618 121.55
1.000 121.42
1.618 121.20
2.618 120.85
4.250 120.28
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 121.95 121.79
PP 121.93 121.68
S1 121.92 121.56

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

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