Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 126.09 125.62 -0.47 -0.4% 124.65
High 126.53 126.14 -0.39 -0.3% 126.53
Low 125.68 125.38 -0.30 -0.2% 124.41
Close 126.17 125.59 -0.58 -0.5% 125.59
Range 0.85 0.76 -0.09 -10.6% 2.12
ATR 1.11 1.08 -0.02 -2.0% 0.00
Volume 742,634 696,216 -46,418 -6.3% 3,301,823
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 127.98 127.55 126.01
R3 127.22 126.79 125.80
R2 126.46 126.46 125.73
R1 126.03 126.03 125.66 125.87
PP 125.70 125.70 125.70 125.62
S1 125.27 125.27 125.52 125.11
S2 124.94 124.94 125.45
S3 124.18 124.51 125.38
S4 123.42 123.75 125.17
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 131.87 130.85 126.76
R3 129.75 128.73 126.17
R2 127.63 127.63 125.98
R1 126.61 126.61 125.78 127.12
PP 125.51 125.51 125.51 125.77
S1 124.49 124.49 125.40 125.00
S2 123.39 123.39 125.20
S3 121.27 122.37 125.01
S4 119.15 120.25 124.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.53 124.41 2.12 1.7% 0.84 0.7% 56% False False 660,364
10 126.53 122.54 3.99 3.2% 1.05 0.8% 76% False False 639,762
20 126.53 121.57 4.96 3.9% 1.04 0.8% 81% False False 475,419
40 126.53 118.53 8.00 6.4% 1.05 0.8% 88% False False 367,341
60 126.53 114.76 11.77 9.4% 0.96 0.8% 92% False False 245,526
80 126.53 113.48 13.05 10.4% 0.91 0.7% 93% False False 184,294
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.37
2.618 128.13
1.618 127.37
1.000 126.90
0.618 126.61
HIGH 126.14
0.618 125.85
0.500 125.76
0.382 125.67
LOW 125.38
0.618 124.91
1.000 124.62
1.618 124.15
2.618 123.39
4.250 122.15
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 125.76 125.61
PP 125.70 125.60
S1 125.65 125.60

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

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