Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 121.54 121.38 -0.16 -0.1% 120.73
High 121.79 122.12 0.33 0.3% 121.96
Low 121.16 121.33 0.17 0.1% 120.71
Close 121.32 121.81 0.49 0.4% 121.32
Range 0.63 0.79 0.16 25.4% 1.25
ATR 0.67 0.68 0.01 1.4% 0.00
Volume 792,876 638,192 -154,684 -19.5% 3,448,462
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 124.12 123.76 122.24
R3 123.33 122.97 122.03
R2 122.54 122.54 121.95
R1 122.18 122.18 121.88 122.36
PP 121.75 121.75 121.75 121.85
S1 121.39 121.39 121.74 121.57
S2 120.96 120.96 121.67
S3 120.17 120.60 121.59
S4 119.38 119.81 121.38
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 125.08 124.45 122.01
R3 123.83 123.20 121.66
R2 122.58 122.58 121.55
R1 121.95 121.95 121.43 122.27
PP 121.33 121.33 121.33 121.49
S1 120.70 120.70 121.21 121.02
S2 120.08 120.08 121.09
S3 118.83 119.45 120.98
S4 117.58 118.20 120.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.12 121.16 0.96 0.8% 0.67 0.5% 68% True False 709,271
10 122.44 120.66 1.78 1.5% 0.71 0.6% 65% False False 754,107
20 122.44 120.51 1.93 1.6% 0.68 0.6% 67% False False 788,340
40 123.04 119.85 3.19 2.6% 0.63 0.5% 61% False False 770,203
60 123.04 119.85 3.19 2.6% 0.62 0.5% 61% False False 651,328
80 123.04 118.61 4.43 3.6% 0.62 0.5% 72% False False 489,102
100 123.04 118.61 4.43 3.6% 0.58 0.5% 72% False False 391,329
120 123.04 116.37 6.67 5.5% 0.54 0.4% 82% False False 326,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 125.48
2.618 124.19
1.618 123.40
1.000 122.91
0.618 122.61
HIGH 122.12
0.618 121.82
0.500 121.73
0.382 121.63
LOW 121.33
0.618 120.84
1.000 120.54
1.618 120.05
2.618 119.26
4.250 117.97
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 121.78 121.75
PP 121.75 121.70
S1 121.73 121.64

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

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