Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 124.65 125.19 0.54 0.4% 124.78
High 125.21 125.47 0.26 0.2% 124.93
Low 124.41 125.03 0.62 0.5% 122.54
Close 125.13 125.12 -0.01 0.0% 124.72
Range 0.80 0.44 -0.36 -45.0% 2.39
ATR 1.16 1.11 -0.05 -4.4% 0.00
Volume 439,621 662,854 223,233 50.8% 3,095,804
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 126.53 126.26 125.36
R3 126.09 125.82 125.24
R2 125.65 125.65 125.20
R1 125.38 125.38 125.16 125.30
PP 125.21 125.21 125.21 125.16
S1 124.94 124.94 125.08 124.86
S2 124.77 124.77 125.04
S3 124.33 124.50 125.00
S4 123.89 124.06 124.88
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 131.23 130.37 126.03
R3 128.84 127.98 125.38
R2 126.45 126.45 125.16
R1 125.59 125.59 124.94 124.83
PP 124.06 124.06 124.06 123.68
S1 123.20 123.20 124.50 122.44
S2 121.67 121.67 124.28
S3 119.28 120.81 124.06
S4 116.89 118.42 123.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.47 122.54 2.93 2.3% 1.01 0.8% 88% True False 640,541
10 125.56 122.54 3.02 2.4% 1.05 0.8% 85% False False 470,617
20 125.56 121.33 4.23 3.4% 1.08 0.9% 90% False False 448,390
40 125.56 117.85 7.71 6.2% 1.04 0.8% 94% False False 312,863
60 125.56 114.18 11.38 9.1% 0.94 0.7% 96% False False 208,881
80 125.56 113.48 12.08 9.7% 0.91 0.7% 96% False False 156,823
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 0.26
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 127.34
2.618 126.62
1.618 126.18
1.000 125.91
0.618 125.74
HIGH 125.47
0.618 125.30
0.500 125.25
0.382 125.20
LOW 125.03
0.618 124.76
1.000 124.59
1.618 124.32
2.618 123.88
4.250 123.16
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 125.25 124.90
PP 125.21 124.69
S1 125.16 124.47

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

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