Euro Bund Future March 2010


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 123.10 122.67 -0.43 -0.3% 123.25
High 123.20 123.06 -0.14 -0.1% 123.47
Low 122.34 122.61 0.27 0.2% 122.34
Close 122.53 122.96 0.43 0.4% 122.53
Range 0.86 0.45 -0.41 -47.7% 1.13
ATR 0.57 0.56 0.00 -0.4% 0.00
Volume 897,626 736,344 -161,282 -18.0% 2,070,979
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 124.23 124.04 123.21
R3 123.78 123.59 123.08
R2 123.33 123.33 123.04
R1 123.14 123.14 123.00 123.24
PP 122.88 122.88 122.88 122.92
S1 122.69 122.69 122.92 122.79
S2 122.43 122.43 122.88
S3 121.98 122.24 122.84
S4 121.53 121.79 122.71
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 126.17 125.48 123.15
R3 125.04 124.35 122.84
R2 123.91 123.91 122.74
R1 123.22 123.22 122.63 123.00
PP 122.78 122.78 122.78 122.67
S1 122.09 122.09 122.43 121.87
S2 121.65 121.65 122.32
S3 120.52 120.96 122.22
S4 119.39 119.83 121.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.47 122.34 1.13 0.9% 0.53 0.4% 55% False False 536,927
10 123.76 122.08 1.68 1.4% 0.54 0.4% 52% False False 294,395
20 123.76 120.78 2.98 2.4% 0.51 0.4% 73% False False 149,101
40 123.76 120.20 3.56 2.9% 0.53 0.4% 78% False False 75,215
60 123.76 119.83 3.93 3.2% 0.48 0.4% 80% False False 50,278
80 123.76 119.83 3.93 3.2% 0.40 0.3% 80% False False 37,724
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
4.250 124.97
2.618 124.24
1.618 123.79
1.000 123.51
0.618 123.34
HIGH 123.06
0.618 122.89
0.500 122.84
0.382 122.78
LOW 122.61
0.618 122.33
1.000 122.16
1.618 121.88
2.618 121.43
4.250 120.70
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 122.92 122.90
PP 122.88 122.83
S1 122.84 122.77

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

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