Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 122.49 122.56 0.07 0.1% 121.38
High 122.70 122.59 -0.11 -0.1% 122.70
Low 122.21 122.27 0.06 0.0% 121.33
Close 122.56 122.45 -0.11 -0.1% 122.56
Range 0.49 0.32 -0.17 -34.7% 1.37
ATR 0.62 0.60 -0.02 -3.5% 0.00
Volume 680,045 470,352 -209,693 -30.8% 3,364,569
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 123.40 123.24 122.63
R3 123.08 122.92 122.54
R2 122.76 122.76 122.51
R1 122.60 122.60 122.48 122.52
PP 122.44 122.44 122.44 122.40
S1 122.28 122.28 122.42 122.20
S2 122.12 122.12 122.39
S3 121.80 121.96 122.36
S4 121.48 121.64 122.27
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 126.31 125.80 123.31
R3 124.94 124.43 122.94
R2 123.57 123.57 122.81
R1 123.06 123.06 122.69 123.32
PP 122.20 122.20 122.20 122.32
S1 121.69 121.69 122.43 121.95
S2 120.83 120.83 122.31
S3 119.46 120.32 122.18
S4 118.09 118.95 121.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.70 121.82 0.88 0.7% 0.44 0.4% 72% False False 639,345
10 122.70 121.16 1.54 1.3% 0.55 0.5% 84% False False 674,308
20 122.70 120.66 2.04 1.7% 0.64 0.5% 88% False False 742,136
40 123.04 120.51 2.53 2.1% 0.60 0.5% 77% False False 761,158
60 123.04 119.85 3.19 2.6% 0.61 0.5% 82% False False 702,859
80 123.04 118.61 4.43 3.6% 0.61 0.5% 87% False False 528,923
100 123.04 118.61 4.43 3.6% 0.59 0.5% 87% False False 423,295
120 123.04 116.44 6.60 5.4% 0.55 0.5% 91% False False 352,758
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 123.95
2.618 123.43
1.618 123.11
1.000 122.91
0.618 122.79
HIGH 122.59
0.618 122.47
0.500 122.43
0.382 122.39
LOW 122.27
0.618 122.07
1.000 121.95
1.618 121.75
2.618 121.43
4.250 120.91
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 122.44 122.43
PP 122.44 122.40
S1 122.43 122.38

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

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