Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 123.55 122.97 -0.58 -0.5% 125.20
High 123.57 123.35 -0.22 -0.2% 125.63
Low 123.02 122.41 -0.61 -0.5% 123.13
Close 123.20 122.61 -0.59 -0.5% 124.00
Range 0.55 0.94 0.39 70.9% 2.50
ATR 0.98 0.98 0.00 -0.3% 0.00
Volume
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 125.61 125.05 123.13
R3 124.67 124.11 122.87
R2 123.73 123.73 122.78
R1 123.17 123.17 122.70 122.98
PP 122.79 122.79 122.79 122.70
S1 122.23 122.23 122.52 122.04
S2 121.85 121.85 122.44
S3 120.91 121.29 122.35
S4 119.97 120.35 122.09
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 131.75 130.38 125.38
R3 129.25 127.88 124.69
R2 126.75 126.75 124.46
R1 125.38 125.38 124.23 124.82
PP 124.25 124.25 124.25 123.97
S1 122.88 122.88 123.77 122.32
S2 121.75 121.75 123.54
S3 119.25 120.38 123.31
S4 116.75 117.88 122.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.63 122.41 3.22 2.6% 0.81 0.7% 6% False True 424,768
10 125.63 122.41 3.22 2.6% 0.93 0.8% 6% False True 466,295
20 125.63 122.41 3.22 2.6% 0.83 0.7% 6% False True 240,729
40 125.63 120.37 5.26 4.3% 0.82 0.7% 43% False False 120,932
60 125.63 120.37 5.26 4.3% 0.73 0.6% 43% False False 80,739
80 125.63 119.64 5.99 4.9% 0.61 0.5% 50% False False 60,579
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.35
2.618 125.81
1.618 124.87
1.000 124.29
0.618 123.93
HIGH 123.35
0.618 122.99
0.500 122.88
0.382 122.77
LOW 122.41
0.618 121.83
1.000 121.47
1.618 120.89
2.618 119.95
4.250 118.42
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 122.88 123.27
PP 122.79 123.05
S1 122.70 122.83

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

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