Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 125.38 125.27 -0.11 -0.1% 124.65
High 125.62 125.55 -0.07 -0.1% 126.53
Low 124.57 124.86 0.29 0.2% 124.41
Close 124.98 125.29 0.31 0.2% 125.59
Range 1.05 0.69 -0.36 -34.3% 2.12
ATR 1.09 1.06 -0.03 -2.6% 0.00
Volume 765,020 537,166 -227,854 -29.8% 3,301,823
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 127.30 126.99 125.67
R3 126.61 126.30 125.48
R2 125.92 125.92 125.42
R1 125.61 125.61 125.35 125.77
PP 125.23 125.23 125.23 125.31
S1 124.92 124.92 125.23 125.08
S2 124.54 124.54 125.16
S3 123.85 124.23 125.10
S4 123.16 123.54 124.91
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% 0.91 0.7% 41% False False 645,675
10 126.53 122.54 3.99 3.2% 1.00 0.8% 69% False False 642,485
20 126.53 122.54 3.99 3.2% 1.01 0.8% 69% False False 492,050
40 126.53 119.90 6.63 5.3% 1.09 0.9% 81% False False 411,687
60 126.53 116.00 10.53 8.4% 0.96 0.8% 88% False False 275,292
80 126.53 113.74 12.79 10.2% 0.93 0.7% 90% False False 206,650
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128.48
2.618 127.36
1.618 126.67
1.000 126.24
0.618 125.98
HIGH 125.55
0.618 125.29
0.500 125.21
0.382 125.12
LOW 124.86
0.618 124.43
1.000 124.17
1.618 123.74
2.618 123.05
4.250 121.93
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 125.26 125.21
PP 125.23 125.13
S1 125.21 125.05

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

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