Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 124.54 123.43 -1.11 -0.9% 125.10
High 124.67 123.69 -0.98 -0.8% 125.56
Low 123.03 122.69 -0.34 -0.3% 124.05
Close 123.43 122.86 -0.57 -0.5% 125.28
Range 1.64 1.00 -0.64 -39.0% 1.51
ATR 1.16 1.15 -0.01 -1.0% 0.00
Volume 567,167 766,733 199,566 35.2% 507,895
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 126.08 125.47 123.41
R3 125.08 124.47 123.14
R2 124.08 124.08 123.04
R1 123.47 123.47 122.95 123.28
PP 123.08 123.08 123.08 122.98
S1 122.47 122.47 122.77 122.28
S2 122.08 122.08 122.68
S3 121.08 121.47 122.59
S4 120.08 120.47 122.31
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
5 125.56 122.69 2.87 2.3% 1.14 0.9% 6% False True 427,609
10 125.56 122.69 2.87 2.3% 1.01 0.8% 6% False True 341,616
20 125.56 121.33 4.23 3.4% 1.14 0.9% 36% False False 456,080
40 125.56 117.45 8.11 6.6% 0.99 0.8% 67% False False 252,073
60 125.56 114.18 11.38 9.3% 0.92 0.7% 76% False False 168,295
80 125.56 113.48 12.08 9.8% 0.89 0.7% 78% False False 126,385
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.94
2.618 126.31
1.618 125.31
1.000 124.69
0.618 124.31
HIGH 123.69
0.618 123.31
0.500 123.19
0.382 123.07
LOW 122.69
0.618 122.07
1.000 121.69
1.618 121.07
2.618 120.07
4.250 118.44
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 123.19 123.79
PP 123.08 123.48
S1 122.97 123.17

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

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