Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 113.88 114.20 0.32 0.3% 115.60
High 114.49 114.27 -0.22 -0.2% 116.46
Low 113.88 113.74 -0.14 -0.1% 113.89
Close 114.40 113.78 -0.62 -0.5% 114.25
Range 0.61 0.53 -0.08 -13.1% 2.57
ATR 0.65 0.65 0.00 0.1% 0.00
Volume 631 2,329 1,698 269.1% 2,193
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 115.52 115.18 114.07
R3 114.99 114.65 113.93
R2 114.46 114.46 113.88
R1 114.12 114.12 113.83 114.03
PP 113.93 113.93 113.93 113.88
S1 113.59 113.59 113.73 113.50
S2 113.40 113.40 113.68
S3 112.87 113.06 113.63
S4 112.34 112.53 113.49
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
5 115.17 113.48 1.69 1.5% 0.66 0.6% 18% False False 841
10 116.46 113.48 2.98 2.6% 0.70 0.6% 10% False False 563
20 116.46 113.48 2.98 2.6% 0.45 0.4% 10% False False 430
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.52
2.618 115.66
1.618 115.13
1.000 114.80
0.618 114.60
HIGH 114.27
0.618 114.07
0.500 114.01
0.382 113.94
LOW 113.74
0.618 113.41
1.000 113.21
1.618 112.88
2.618 112.35
4.250 111.49
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 114.01 114.12
PP 113.93 114.00
S1 113.86 113.89

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

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