Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 121.13 120.73 -0.40 -0.3% 121.98
High 121.36 121.39 0.03 0.0% 122.44
Low 120.72 120.71 -0.01 0.0% 120.66
Close 120.95 121.33 0.38 0.3% 120.95
Range 0.64 0.68 0.04 6.3% 1.78
ATR 0.68 0.68 0.00 0.0% 0.00
Volume 844,859 540,296 -304,563 -36.0% 4,101,197
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 123.18 122.94 121.70
R3 122.50 122.26 121.52
R2 121.82 121.82 121.45
R1 121.58 121.58 121.39 121.70
PP 121.14 121.14 121.14 121.21
S1 120.90 120.90 121.27 121.02
S2 120.46 120.46 121.21
S3 119.78 120.22 121.14
S4 119.10 119.54 120.96
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 126.69 125.60 121.93
R3 124.91 123.82 121.44
R2 123.13 123.13 121.28
R1 122.04 122.04 121.11 121.70
PP 121.35 121.35 121.35 121.18
S1 120.26 120.26 120.79 119.92
S2 119.57 119.57 120.62
S3 117.79 118.48 120.46
S4 116.01 116.70 119.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.44 120.66 1.78 1.5% 0.76 0.6% 38% False False 798,944
10 122.44 120.66 1.78 1.5% 0.73 0.6% 38% False False 809,964
20 122.60 120.51 2.09 1.7% 0.64 0.5% 39% False False 800,794
40 123.04 119.85 3.19 2.6% 0.63 0.5% 46% False False 774,285
60 123.04 119.85 3.19 2.6% 0.61 0.5% 46% False False 592,503
80 123.04 118.61 4.43 3.7% 0.62 0.5% 61% False False 444,823
100 123.04 118.48 4.56 3.8% 0.57 0.5% 63% False False 355,869
120 123.04 116.37 6.67 5.5% 0.52 0.4% 74% False False 296,580
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.28
2.618 123.17
1.618 122.49
1.000 122.07
0.618 121.81
HIGH 121.39
0.618 121.13
0.500 121.05
0.382 120.97
LOW 120.71
0.618 120.29
1.000 120.03
1.618 119.61
2.618 118.93
4.250 117.82
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 121.24 121.24
PP 121.14 121.15
S1 121.05 121.06

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

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