Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 122.31 122.24 -0.07 -0.1% 120.73
High 122.34 122.50 0.16 0.1% 121.96
Low 121.92 122.06 0.14 0.1% 120.71
Close 122.24 122.48 0.24 0.2% 121.32
Range 0.42 0.44 0.02 4.8% 1.25
ATR 0.65 0.63 -0.01 -2.3% 0.00
Volume 619,007 706,532 87,525 14.1% 3,448,462
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 123.67 123.51 122.72
R3 123.23 123.07 122.60
R2 122.79 122.79 122.56
R1 122.63 122.63 122.52 122.71
PP 122.35 122.35 122.35 122.39
S1 122.19 122.19 122.44 122.27
S2 121.91 121.91 122.40
S3 121.47 121.75 122.36
S4 121.03 121.31 122.24
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
5 122.50 121.16 1.34 1.1% 0.56 0.5% 99% True False 695,480
10 122.50 120.71 1.79 1.5% 0.60 0.5% 99% True False 697,784
20 122.50 120.51 1.99 1.6% 0.64 0.5% 99% True False 756,758
40 123.04 120.51 2.53 2.1% 0.61 0.5% 78% False False 762,471
60 123.04 119.85 3.19 2.6% 0.62 0.5% 82% False False 684,588
80 123.04 118.61 4.43 3.6% 0.62 0.5% 87% False False 514,602
100 123.04 118.61 4.43 3.6% 0.59 0.5% 87% False False 411,791
120 123.04 116.37 6.67 5.4% 0.56 0.5% 92% False False 343,177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.37
2.618 123.65
1.618 123.21
1.000 122.94
0.618 122.77
HIGH 122.50
0.618 122.33
0.500 122.28
0.382 122.23
LOW 122.06
0.618 121.79
1.000 121.62
1.618 121.35
2.618 120.91
4.250 120.19
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 122.41 122.37
PP 122.35 122.27
S1 122.28 122.16

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

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