Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 123.43 123.23 -0.20 -0.2% 125.10
High 123.69 123.90 0.21 0.2% 125.56
Low 122.69 122.54 -0.15 -0.1% 124.05
Close 122.86 123.57 0.71 0.6% 125.28
Range 1.00 1.36 0.36 36.0% 1.51
ATR 1.15 1.17 0.01 1.3% 0.00
Volume 766,733 725,386 -41,347 -5.4% 507,895
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 127.42 126.85 124.32
R3 126.06 125.49 123.94
R2 124.70 124.70 123.82
R1 124.13 124.13 123.69 124.42
PP 123.34 123.34 123.34 123.48
S1 122.77 122.77 123.45 123.06
S2 121.98 121.98 123.32
S3 120.62 121.41 123.20
S4 119.26 120.05 122.82
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
5 125.51 122.54 2.97 2.4% 1.27 1.0% 35% False True 540,008
10 125.56 122.54 3.02 2.4% 1.07 0.9% 34% False True 364,802
20 125.56 121.33 4.23 3.4% 1.12 0.9% 53% False False 460,911
40 125.56 117.50 8.06 6.5% 1.01 0.8% 75% False False 270,186
60 125.56 114.18 11.38 9.2% 0.93 0.7% 83% False False 180,382
80 125.56 113.48 12.08 9.8% 0.91 0.7% 84% False False 135,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.68
2.618 127.46
1.618 126.10
1.000 125.26
0.618 124.74
HIGH 123.90
0.618 123.38
0.500 123.22
0.382 123.06
LOW 122.54
0.618 121.70
1.000 121.18
1.618 120.34
2.618 118.98
4.250 116.76
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 123.45 123.61
PP 123.34 123.59
S1 123.22 123.58

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

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