Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 114.02 114.43 0.41 0.4% 114.10
High 114.47 116.41 1.94 1.7% 114.49
Low 113.98 114.34 0.36 0.3% 113.48
Close 114.25 115.92 1.67 1.5% 114.25
Range 0.49 2.07 1.58 322.4% 1.01
ATR 0.66 0.76 0.11 16.3% 0.00
Volume 233 443 210 90.1% 3,641
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 121.77 120.91 117.06
R3 119.70 118.84 116.49
R2 117.63 117.63 116.30
R1 116.77 116.77 116.11 117.20
PP 115.56 115.56 115.56 115.77
S1 114.70 114.70 115.73 115.13
S2 113.49 113.49 115.54
S3 111.42 112.63 115.35
S4 109.35 110.56 114.78
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 117.10 116.69 114.81
R3 116.09 115.68 114.53
R2 115.08 115.08 114.44
R1 114.67 114.67 114.34 114.88
PP 114.07 114.07 114.07 114.18
S1 113.66 113.66 114.16 113.87
S2 113.06 113.06 114.06
S3 112.05 112.65 113.97
S4 111.04 111.64 113.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.41 113.74 2.67 2.3% 0.78 0.7% 82% True False 731
10 116.46 113.48 2.98 2.6% 0.82 0.7% 82% False False 624
20 116.46 113.48 2.98 2.6% 0.58 0.5% 82% False False 450
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 125.21
2.618 121.83
1.618 119.76
1.000 118.48
0.618 117.69
HIGH 116.41
0.618 115.62
0.500 115.38
0.382 115.13
LOW 114.34
0.618 113.06
1.000 112.27
1.618 110.99
2.618 108.92
4.250 105.54
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 115.74 115.64
PP 115.56 115.36
S1 115.38 115.08

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

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