Euro Bund Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 120.89 120.73 -0.16 -0.1% 121.57
High 121.08 120.94 -0.14 -0.1% 122.10
Low 120.36 120.41 0.05 0.0% 120.36
Close 120.64 120.58 -0.06 0.0% 120.58
Range 0.72 0.53 -0.19 -26.4% 1.74
ATR 0.59 0.59 0.00 -0.7% 0.00
Volume 5,546 2,101 -3,445 -62.1% 11,955
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 122.23 121.94 120.87
R3 121.70 121.41 120.73
R2 121.17 121.17 120.68
R1 120.88 120.88 120.63 120.76
PP 120.64 120.64 120.64 120.59
S1 120.35 120.35 120.53 120.23
S2 120.11 120.11 120.48
S3 119.58 119.82 120.43
S4 119.05 119.29 120.29
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 126.23 125.15 121.54
R3 124.49 123.41 121.06
R2 122.75 122.75 120.90
R1 121.67 121.67 120.74 121.34
PP 121.01 121.01 121.01 120.85
S1 119.93 119.93 120.42 119.60
S2 119.27 119.27 120.26
S3 117.53 118.19 120.10
S4 115.79 116.45 119.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.10 120.36 1.74 1.4% 0.60 0.5% 13% False False 2,391
10 122.10 120.20 1.90 1.6% 0.61 0.5% 20% False False 1,929
20 122.32 120.20 2.12 1.8% 0.55 0.5% 18% False False 1,336
40 122.82 119.83 2.99 2.5% 0.46 0.4% 25% False False 861
60 122.82 119.83 2.99 2.5% 0.35 0.3% 25% False False 603
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123.19
2.618 122.33
1.618 121.80
1.000 121.47
0.618 121.27
HIGH 120.94
0.618 120.74
0.500 120.68
0.382 120.61
LOW 120.41
0.618 120.08
1.000 119.88
1.618 119.55
2.618 119.02
4.250 118.16
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 120.68 120.74
PP 120.64 120.69
S1 120.61 120.63

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

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