Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 122.56 122.68 0.12 0.1% 121.38
High 122.59 122.82 0.23 0.2% 122.70
Low 122.27 122.48 0.21 0.2% 121.33
Close 122.45 122.72 0.27 0.2% 122.56
Range 0.32 0.34 0.02 6.3% 1.37
ATR 0.60 0.59 -0.02 -2.8% 0.00
Volume 470,352 621,747 151,395 32.2% 3,364,569
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 123.69 123.55 122.91
R3 123.35 123.21 122.81
R2 123.01 123.01 122.78
R1 122.87 122.87 122.75 122.94
PP 122.67 122.67 122.67 122.71
S1 122.53 122.53 122.69 122.60
S2 122.33 122.33 122.66
S3 121.99 122.19 122.63
S4 121.65 121.85 122.53
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
5 122.82 121.92 0.90 0.7% 0.40 0.3% 89% True False 619,536
10 122.82 121.16 1.66 1.4% 0.52 0.4% 94% True False 666,403
20 122.82 120.66 2.16 1.8% 0.61 0.5% 95% True False 729,325
40 123.04 120.51 2.53 2.1% 0.60 0.5% 87% False False 756,369
60 123.04 119.85 3.19 2.6% 0.61 0.5% 90% False False 712,752
80 123.04 118.61 4.43 3.6% 0.60 0.5% 93% False False 536,692
100 123.04 118.61 4.43 3.6% 0.59 0.5% 93% False False 429,512
120 123.04 116.44 6.60 5.4% 0.56 0.5% 95% False False 357,939
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.27
2.618 123.71
1.618 123.37
1.000 123.16
0.618 123.03
HIGH 122.82
0.618 122.69
0.500 122.65
0.382 122.61
LOW 122.48
0.618 122.27
1.000 122.14
1.618 121.93
2.618 121.59
4.250 121.04
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 122.70 122.65
PP 122.67 122.58
S1 122.65 122.52

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

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