Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 123.89 124.83 0.94 0.8% 121.77
High 125.20 125.21 0.01 0.0% 124.91
Low 123.75 124.83 1.08 0.9% 121.57
Close 125.02 124.92 -0.10 -0.1% 124.35
Range 1.45 0.38 -1.07 -73.8% 3.34
ATR 1.21 1.15 -0.06 -4.9% 0.00
Volume 235,600 132,049 -103,551 -44.0% 2,235,218
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 126.13 125.90 125.13
R3 125.75 125.52 125.02
R2 125.37 125.37 124.99
R1 125.14 125.14 124.95 125.26
PP 124.99 124.99 124.99 125.04
S1 124.76 124.76 124.89 124.88
S2 124.61 124.61 124.85
S3 124.23 124.38 124.82
S4 123.85 124.00 124.71
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 133.63 132.33 126.19
R3 130.29 128.99 125.27
R2 126.95 126.95 124.96
R1 125.65 125.65 124.66 126.30
PP 123.61 123.61 123.61 123.94
S1 122.31 122.31 124.04 122.96
S2 120.27 120.27 123.74
S3 116.93 118.97 123.43
S4 113.59 115.63 122.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.21 123.75 1.46 1.2% 0.91 0.7% 80% True False 344,703
10 125.21 121.33 3.88 3.1% 1.11 0.9% 93% True False 426,162
20 125.39 120.95 4.44 3.6% 1.11 0.9% 89% False False 384,351
40 125.39 116.00 9.39 7.5% 0.95 0.8% 95% False False 195,475
60 125.39 114.18 11.21 9.0% 0.91 0.7% 96% False False 130,560
80 125.39 113.48 11.91 9.5% 0.83 0.7% 96% False False 98,036
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 0.21
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 126.83
2.618 126.20
1.618 125.82
1.000 125.59
0.618 125.44
HIGH 125.21
0.618 125.06
0.500 125.02
0.382 124.98
LOW 124.83
0.618 124.60
1.000 124.45
1.618 124.22
2.618 123.84
4.250 123.22
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 125.02 124.77
PP 124.99 124.63
S1 124.95 124.48

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

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