Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 02-Sep-2009

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	122.72	122.86	0.14	0.1%	121.90
High	122.94	123.12	0.18	0.1%	122.94
Low	122.32	122.72	0.40	0.3%	121.76
Close	122.61	122.90	0.29	0.2%	122.63
Range	0.62	0.40	-0.22	-35.5%	1.18
ATR	0.70	0.69	-0.01	-2.0%	0.00
Volume	792,082	944,593	152,511	19.3%	2,857,640

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.11	123.91	123.12
R3	123.71	123.51	123.01
R2	123.31	123.31	122.97
R1	123.11	123.11	122.94	123.21
PP	122.91	122.91	122.91	122.97
S1	122.71	122.71	122.86	122.81
S2	122.51	122.51	122.83
S3	122.11	122.31	122.79
S4	121.71	121.91	122.68

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.98	125.49	123.28
R3	124.80	124.31	122.95
R2	123.62	123.62	122.85
R1	123.13	123.13	122.74	123.38
PP	122.44	122.44	122.44	122.57
S1	121.95	121.95	122.52	122.20
S2	121.26	121.26	122.41
S3	120.08	120.77	122.31
S4	118.90	119.59	121.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.12	122.18	0.94	0.8%	0.57	0.5%	77%	True	False	633,744
10	123.12	121.76	1.36	1.1%	0.62	0.5%	84%	True	False	609,348
20	123.12	119.96	3.16	2.6%	0.69	0.6%	93%	True	False	608,310
40	123.12	119.92	3.20	2.6%	0.71	0.6%	93%	True	False	626,726
60	123.12	117.47	5.65	4.6%	0.68	0.6%	96%	True	False	613,401
80	123.12	117.47	5.65	4.6%	0.70	0.6%	96%	True	False	491,672
100	123.12	117.47	5.65	4.6%	0.66	0.5%	96%	True	False	393,463
120	124.05	117.47	6.58	5.4%	0.65	0.5%	83%	False	False	328,014

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 40 trading days

Fibonacci Retracements and Extensions
4.250	124.82
2.618	124.17
1.618	123.77
1.000	123.52
0.618	123.37
HIGH	123.12
0.618	122.97
0.500	122.92
0.382	122.87
LOW	122.72
0.618	122.47
1.000	122.32
1.618	122.07
2.618	121.67
4.250	121.02

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	122.92	122.84
PP	122.91	122.78
S1	122.91	122.72

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols