Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 25-May-2009
Day Change Summary
Previous Current
22-May-2009 25-May-2009 Change Change % Previous Week
Open 120.32 119.88 -0.44 -0.4% 121.30
High 120.53 119.91 -0.62 -0.5% 121.55
Low 119.77 119.49 -0.28 -0.2% 119.77
Close 120.25 119.63 -0.62 -0.5% 120.25
Range 0.76 0.42 -0.34 -44.7% 1.78
ATR 0.91 0.90 -0.01 -1.2% 0.00
Volume 513,329 166,247 -347,082 -67.6% 3,115,735
Daily Pivots for day following 25-May-2009
Classic Woodie Camarilla DeMark
R4 120.94 120.70 119.86
R3 120.52 120.28 119.75
R2 120.10 120.10 119.71
R1 119.86 119.86 119.67 119.77
PP 119.68 119.68 119.68 119.63
S1 119.44 119.44 119.59 119.35
S2 119.26 119.26 119.55
S3 118.84 119.02 119.51
S4 118.42 118.60 119.40
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 125.86 124.84 121.23
R3 124.08 123.06 120.74
R2 122.30 122.30 120.58
R1 121.28 121.28 120.41 120.90
PP 120.52 120.52 120.52 120.34
S1 119.50 119.50 120.09 119.12
S2 118.74 118.74 119.92
S3 116.96 117.72 119.76
S4 115.18 115.94 119.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.52 119.49 2.03 1.7% 0.72 0.6% 7% False True 566,481
10 122.07 119.49 2.58 2.2% 0.75 0.6% 5% False True 601,940
20 123.37 119.49 3.88 3.2% 0.78 0.7% 4% False True 639,573
40 124.66 119.49 5.17 4.3% 0.79 0.7% 3% False True 592,338
60 125.63 119.49 6.14 5.1% 0.85 0.7% 2% False True 474,620
80 125.63 119.49 6.14 5.1% 0.83 0.7% 2% False True 356,625
100 125.63 119.49 6.14 5.1% 0.78 0.7% 2% False True 285,375
120 125.63 119.49 6.14 5.1% 0.72 0.6% 2% False True 237,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.18
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 121.70
2.618 121.01
1.618 120.59
1.000 120.33
0.618 120.17
HIGH 119.91
0.618 119.75
0.500 119.70
0.382 119.65
LOW 119.49
0.618 119.23
1.000 119.07
1.618 118.81
2.618 118.39
4.250 117.71
Fisher Pivots for day following 25-May-2009
Pivot 1 day 3 day
R1 119.70 120.51
PP 119.68 120.21
S1 119.65 119.92

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

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