Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 121.94 121.60 -0.34 -0.3% 120.69
High 122.44 121.62 -0.82 -0.7% 122.14
Low 121.45 120.91 -0.54 -0.4% 120.51
Close 121.75 121.25 -0.50 -0.4% 121.90
Range 0.99 0.71 -0.28 -28.3% 1.63
ATR 0.66 0.67 0.01 2.0% 0.00
Volume 909,546 706,565 -202,981 -22.3% 4,178,135
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 123.39 123.03 121.64
R3 122.68 122.32 121.45
R2 121.97 121.97 121.38
R1 121.61 121.61 121.32 121.44
PP 121.26 121.26 121.26 121.17
S1 120.90 120.90 121.18 120.73
S2 120.55 120.55 121.12
S3 119.84 120.19 121.05
S4 119.13 119.48 120.86
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
5 122.44 120.91 1.53 1.3% 0.77 0.6% 22% False True 818,790
10 122.44 120.51 1.93 1.6% 0.65 0.5% 38% False False 790,898
20 123.04 120.51 2.53 2.1% 0.64 0.5% 29% False False 789,788
40 123.04 119.85 3.19 2.6% 0.63 0.5% 44% False False 767,906
60 123.04 118.74 4.30 3.5% 0.61 0.5% 58% False False 552,994
80 123.04 118.61 4.43 3.7% 0.61 0.5% 60% False False 415,094
100 123.04 117.54 5.50 4.5% 0.56 0.5% 67% False False 332,087
120 123.04 116.37 6.67 5.5% 0.50 0.4% 73% False False 276,760
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.64
2.618 123.48
1.618 122.77
1.000 122.33
0.618 122.06
HIGH 121.62
0.618 121.35
0.500 121.27
0.382 121.18
LOW 120.91
0.618 120.47
1.000 120.20
1.618 119.76
2.618 119.05
4.250 117.89
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 121.27 121.68
PP 121.26 121.53
S1 121.26 121.39

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

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