Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 120.73 121.29 0.56 0.5% 121.98
High 121.39 121.81 0.42 0.3% 122.44
Low 120.71 121.18 0.47 0.4% 120.66
Close 121.33 121.72 0.39 0.3% 120.95
Range 0.68 0.63 -0.05 -7.4% 1.78
ATR 0.68 0.67 0.00 -0.5% 0.00
Volume 540,296 700,803 160,507 29.7% 4,101,197
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 123.46 123.22 122.07
R3 122.83 122.59 121.89
R2 122.20 122.20 121.84
R1 121.96 121.96 121.78 122.08
PP 121.57 121.57 121.57 121.63
S1 121.33 121.33 121.66 121.45
S2 120.94 120.94 121.60
S3 120.31 120.70 121.55
S4 119.68 120.07 121.37
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
5 121.81 120.66 1.15 0.9% 0.69 0.6% 92% True False 757,195
10 122.44 120.66 1.78 1.5% 0.70 0.6% 60% False False 792,247
20 122.44 120.51 1.93 1.6% 0.65 0.5% 63% False False 802,769
40 123.04 119.85 3.19 2.6% 0.63 0.5% 59% False False 771,266
60 123.04 119.85 3.19 2.6% 0.61 0.5% 59% False False 604,130
80 123.04 118.61 4.43 3.6% 0.61 0.5% 70% False False 453,581
100 123.04 118.61 4.43 3.6% 0.57 0.5% 70% False False 362,877
120 123.04 116.37 6.67 5.5% 0.52 0.4% 80% False False 302,420
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.15
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124.49
2.618 123.46
1.618 122.83
1.000 122.44
0.618 122.20
HIGH 121.81
0.618 121.57
0.500 121.50
0.382 121.42
LOW 121.18
0.618 120.79
1.000 120.55
1.618 120.16
2.618 119.53
4.250 118.50
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 121.65 121.57
PP 121.57 121.41
S1 121.50 121.26

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

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