Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 19-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 19-Jan-2009 Change Change % Previous Week
Open 125.62 125.61 -0.01 0.0% 124.65
High 126.14 125.66 -0.48 -0.4% 126.53
Low 125.38 124.44 -0.94 -0.7% 124.41
Close 125.59 125.18 -0.41 -0.3% 125.59
Range 0.76 1.22 0.46 60.5% 2.12
ATR 1.08 1.09 0.01 0.9% 0.00
Volume 696,216 487,342 -208,874 -30.0% 3,301,823
Daily Pivots for day following 19-Jan-2009
Classic Woodie Camarilla DeMark
R4 128.75 128.19 125.85
R3 127.53 126.97 125.52
R2 126.31 126.31 125.40
R1 125.75 125.75 125.29 125.42
PP 125.09 125.09 125.09 124.93
S1 124.53 124.53 125.07 124.20
S2 123.87 123.87 124.96
S3 122.65 123.31 124.84
S4 121.43 122.09 124.51
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
5 126.53 124.44 2.09 1.7% 0.92 0.7% 35% False True 669,908
10 126.53 122.54 3.99 3.2% 1.09 0.9% 66% False False 645,656
20 126.53 122.47 4.06 3.2% 1.05 0.8% 67% False False 480,243
40 126.53 118.86 7.67 6.1% 1.08 0.9% 82% False False 379,494
60 126.53 115.27 11.26 9.0% 0.97 0.8% 88% False False 253,648
80 126.53 113.74 12.79 10.2% 0.92 0.7% 89% False False 190,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130.85
2.618 128.85
1.618 127.63
1.000 126.88
0.618 126.41
HIGH 125.66
0.618 125.19
0.500 125.05
0.382 124.91
LOW 124.44
0.618 123.69
1.000 123.22
1.618 122.47
2.618 121.25
4.250 119.26
Fisher Pivots for day following 19-Jan-2009
Pivot 1 day 3 day
R1 125.14 125.49
PP 125.09 125.38
S1 125.05 125.28

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

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