Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 114.10 113.95 -0.15 -0.1% 115.60
High 114.14 114.02 -0.12 -0.1% 116.46
Low 113.48 113.81 0.33 0.3% 113.89
Close 113.72 113.78 0.06 0.1% 114.25
Range 0.66 0.21 -0.45 -68.2% 2.57
ATR 0.68 0.65 -0.03 -4.0% 0.00
Volume 428 20 -408 -95.3% 2,193
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 114.50 114.35 113.90
R3 114.29 114.14 113.84
R2 114.08 114.08 113.82
R1 113.93 113.93 113.80 113.90
PP 113.87 113.87 113.87 113.86
S1 113.72 113.72 113.76 113.69
S2 113.66 113.66 113.74
S3 113.45 113.51 113.72
S4 113.24 113.30 113.66
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
5 116.24 113.48 2.76 2.4% 0.69 0.6% 11% False False 414
10 116.46 113.48 2.98 2.6% 0.62 0.5% 10% False False 301
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 114.91
2.618 114.57
1.618 114.36
1.000 114.23
0.618 114.15
HIGH 114.02
0.618 113.94
0.500 113.92
0.382 113.89
LOW 113.81
0.618 113.68
1.000 113.60
1.618 113.47
2.618 113.26
4.250 112.92
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 113.92 114.33
PP 113.87 114.14
S1 113.83 113.96

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

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