Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
30-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 125.55 124.65 -0.90 -0.7% 125.10
High 125.56 125.51 -0.05 0.0% 125.56
Low 124.83 124.05 -0.78 -0.6% 124.05
Close 124.84 125.28 0.44 0.4% 125.28
Range 0.73 1.46 0.73 100.0% 1.51
ATR 1.09 1.12 0.03 2.4% 0.00
Volume 163,392 212,352 48,960 30.0% 507,895
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 129.33 128.76 126.08
R3 127.87 127.30 125.68
R2 126.41 126.41 125.55
R1 125.84 125.84 125.41 126.13
PP 124.95 124.95 124.95 125.09
S1 124.38 124.38 125.15 124.67
S2 123.49 123.49 125.01
S3 122.03 122.92 124.88
S4 120.57 121.46 124.48
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 129.49 128.90 126.11
R3 127.98 127.39 125.70
R2 126.47 126.47 125.56
R1 125.88 125.88 125.42 126.18
PP 124.96 124.96 124.96 125.11
S1 124.37 124.37 125.14 124.67
S2 123.45 123.45 125.00
S3 121.94 122.86 124.86
S4 120.43 121.35 124.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.56 123.75 1.81 1.4% 0.95 0.8% 85% False False 175,108
10 125.56 121.57 3.99 3.2% 1.03 0.8% 93% False False 311,076
20 125.56 121.33 4.23 3.4% 1.18 0.9% 93% False False 403,685
40 125.56 116.00 9.56 7.6% 0.95 0.8% 97% False False 208,077
60 125.56 114.18 11.38 9.1% 0.91 0.7% 98% False False 139,005
80 125.56 113.48 12.08 9.6% 0.87 0.7% 98% False False 104,365
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 0.21
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 131.72
2.618 129.33
1.618 127.87
1.000 126.97
0.618 126.41
HIGH 125.51
0.618 124.95
0.500 124.78
0.382 124.61
LOW 124.05
0.618 123.15
1.000 122.59
1.618 121.69
2.618 120.23
4.250 117.85
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 125.11 125.12
PP 124.95 124.96
S1 124.78 124.81

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

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