Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 123.37 122.84 -0.53 -0.4% 123.56
High 123.47 123.24 -0.23 -0.2% 123.80
Low 122.58 122.81 0.23 0.2% 122.58
Close 122.74 123.15 0.41 0.3% 122.74
Range 0.89 0.43 -0.46 -51.7% 1.22
ATR 0.61 0.60 -0.01 -1.3% 0.00
Volume 1,441,733 491,198 -950,535 -65.9% 5,377,691
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 124.36 124.18 123.39
R3 123.93 123.75 123.27
R2 123.50 123.50 123.23
R1 123.32 123.32 123.19 123.41
PP 123.07 123.07 123.07 123.11
S1 122.89 122.89 123.11 122.98
S2 122.64 122.64 123.07
S3 122.21 122.46 123.03
S4 121.78 122.03 122.91
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 126.70 125.94 123.41
R3 125.48 124.72 123.08
R2 124.26 124.26 122.96
R1 123.50 123.50 122.85 123.27
PP 123.04 123.04 123.04 122.93
S1 122.28 122.28 122.63 122.05
S2 121.82 121.82 122.52
S3 120.60 121.06 122.40
S4 119.38 119.84 122.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.80 122.58 1.22 1.0% 0.53 0.4% 47% False False 1,028,797
10 124.06 122.27 1.79 1.5% 0.48 0.4% 49% False False 849,829
20 124.06 120.71 3.35 2.7% 0.53 0.4% 73% False False 765,566
40 124.06 120.51 3.55 2.9% 0.59 0.5% 74% False False 783,893
60 124.06 119.85 4.21 3.4% 0.59 0.5% 78% False False 770,731
80 124.06 119.77 4.29 3.5% 0.59 0.5% 79% False False 629,070
100 124.06 118.61 5.45 4.4% 0.60 0.5% 83% False False 503,569
120 124.06 117.54 6.52 5.3% 0.57 0.5% 86% False False 419,649
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.07
2.618 124.37
1.618 123.94
1.000 123.67
0.618 123.51
HIGH 123.24
0.618 123.08
0.500 123.03
0.382 122.97
LOW 122.81
0.618 122.54
1.000 122.38
1.618 122.11
2.618 121.68
4.250 120.98
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 123.11 123.11
PP 123.07 123.07
S1 123.03 123.03

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

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