Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 115.00 114.10 -0.90 -0.8% 115.60
High 115.17 114.14 -1.03 -0.9% 116.46
Low 113.89 113.48 -0.41 -0.4% 113.89
Close 114.25 113.72 -0.53 -0.5% 114.25
Range 1.28 0.66 -0.62 -48.4% 2.57
ATR 0.67 0.68 0.01 1.1% 0.00
Volume 800 428 -372 -46.5% 2,193
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 115.76 115.40 114.08
R3 115.10 114.74 113.90
R2 114.44 114.44 113.84
R1 114.08 114.08 113.78 113.93
PP 113.78 113.78 113.78 113.71
S1 113.42 113.42 113.66 113.27
S2 113.12 113.12 113.60
S3 112.46 112.76 113.54
S4 111.80 112.10 113.36
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.58 120.98 115.66
R3 120.01 118.41 114.96
R2 117.44 117.44 114.72
R1 115.84 115.84 114.49 115.36
PP 114.87 114.87 114.87 114.62
S1 113.27 113.27 114.01 112.79
S2 112.30 112.30 113.78
S3 109.73 110.70 113.54
S4 107.16 108.13 112.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.46 113.48 2.98 2.6% 0.85 0.7% 8% False True 517
10 116.46 113.48 2.98 2.6% 0.69 0.6% 8% False True 373
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 116.95
2.618 115.87
1.618 115.21
1.000 114.80
0.618 114.55
HIGH 114.14
0.618 113.89
0.500 113.81
0.382 113.73
LOW 113.48
0.618 113.07
1.000 112.82
1.618 112.41
2.618 111.75
4.250 110.68
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 113.81 114.64
PP 113.78 114.33
S1 113.75 114.03

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

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