Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 121.58 121.70 0.12 0.1% 121.98
High 121.76 121.96 0.20 0.2% 122.44
Low 121.24 121.20 -0.04 0.0% 120.66
Close 121.71 121.56 -0.15 -0.1% 120.95
Range 0.52 0.76 0.24 46.2% 1.78
ATR 0.66 0.67 0.01 1.0% 0.00
Volume 603,330 811,157 207,827 34.4% 4,101,197
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 123.85 123.47 121.98
R3 123.09 122.71 121.77
R2 122.33 122.33 121.70
R1 121.95 121.95 121.63 121.76
PP 121.57 121.57 121.57 121.48
S1 121.19 121.19 121.49 121.00
S2 120.81 120.81 121.42
S3 120.05 120.43 121.35
S4 119.29 119.67 121.14
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
5 121.96 120.71 1.25 1.0% 0.65 0.5% 68% True False 700,089
10 122.44 120.66 1.78 1.5% 0.70 0.6% 51% False False 767,576
20 122.44 120.51 1.93 1.6% 0.65 0.5% 54% False False 776,993
40 123.04 119.85 3.19 2.6% 0.63 0.5% 54% False False 764,251
60 123.04 119.85 3.19 2.6% 0.62 0.5% 54% False False 627,595
80 123.04 118.61 4.43 3.6% 0.61 0.5% 67% False False 471,244
100 123.04 118.61 4.43 3.6% 0.58 0.5% 67% False False 377,021
120 123.04 116.37 6.67 5.5% 0.53 0.4% 78% False False 314,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.19
2.618 123.95
1.618 123.19
1.000 122.72
0.618 122.43
HIGH 121.96
0.618 121.67
0.500 121.58
0.382 121.49
LOW 121.20
0.618 120.73
1.000 120.44
1.618 119.97
2.618 119.21
4.250 117.97
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 121.58 121.57
PP 121.57 121.57
S1 121.57 121.56

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

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