Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 124.78 124.54 -0.24 -0.2% 125.10
High 124.89 124.67 -0.22 -0.2% 125.56
Low 124.01 123.03 -0.98 -0.8% 124.05
Close 124.65 123.43 -1.22 -1.0% 125.28
Range 0.88 1.64 0.76 86.4% 1.51
ATR 1.13 1.16 0.04 3.2% 0.00
Volume 428,404 567,167 138,763 32.4% 507,895
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 128.63 127.67 124.33
R3 126.99 126.03 123.88
R2 125.35 125.35 123.73
R1 124.39 124.39 123.58 124.05
PP 123.71 123.71 123.71 123.54
S1 122.75 122.75 123.28 122.41
S2 122.07 122.07 123.13
S3 120.43 121.11 122.98
S4 118.79 119.47 122.53
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
5 125.56 123.03 2.53 2.0% 1.09 0.9% 16% False True 300,693
10 125.56 123.03 2.53 2.0% 1.00 0.8% 16% False True 322,698
20 125.56 121.33 4.23 3.4% 1.16 0.9% 50% False False 437,236
40 125.56 116.46 9.10 7.4% 0.98 0.8% 77% False False 232,912
60 125.56 114.18 11.38 9.2% 0.93 0.8% 81% False False 155,593
80 125.56 113.48 12.08 9.8% 0.88 0.7% 82% False False 116,801
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 0.20
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 131.64
2.618 128.96
1.618 127.32
1.000 126.31
0.618 125.68
HIGH 124.67
0.618 124.04
0.500 123.85
0.382 123.66
LOW 123.03
0.618 122.02
1.000 121.39
1.618 120.38
2.618 118.74
4.250 116.06
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 123.85 124.27
PP 123.71 123.99
S1 123.57 123.71

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

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