Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 121.80 122.40 0.60 0.5% 122.36
High 122.61 122.75 0.14 0.1% 123.21
Low 121.57 121.78 0.21 0.2% 121.56
Close 122.26 122.02 -0.24 -0.2% 122.02
Range 1.04 0.97 -0.07 -6.7% 1.65
ATR 1.03 1.03 0.00 -0.4% 0.00
Volume 753,003 645,768 -107,235 -14.2% 3,110,001
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 125.09 124.53 122.55
R3 124.12 123.56 122.29
R2 123.15 123.15 122.20
R1 122.59 122.59 122.11 122.39
PP 122.18 122.18 122.18 122.08
S1 121.62 121.62 121.93 121.42
S2 121.21 121.21 121.84
S3 120.24 120.65 121.75
S4 119.27 119.68 121.49
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 127.21 126.27 122.93
R3 125.56 124.62 122.47
R2 123.91 123.91 122.32
R1 122.97 122.97 122.17 122.62
PP 122.26 122.26 122.26 122.09
S1 121.32 121.32 121.87 120.97
S2 120.61 120.61 121.72
S3 118.96 119.67 121.57
S4 117.31 118.02 121.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.21 121.56 1.65 1.4% 0.91 0.7% 28% False False 622,000
10 123.39 121.56 1.83 1.5% 0.97 0.8% 25% False False 647,128
20 126.53 121.56 4.97 4.1% 0.99 0.8% 9% False False 661,559
40 126.53 121.33 5.20 4.3% 1.07 0.9% 13% False False 556,465
60 126.53 117.50 9.03 7.4% 1.02 0.8% 50% False False 410,769
80 126.53 114.18 12.35 10.1% 0.94 0.8% 63% False False 308,278
100 126.53 113.48 13.05 10.7% 0.93 0.8% 65% False False 246,751
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.87
2.618 125.29
1.618 124.32
1.000 123.72
0.618 123.35
HIGH 122.75
0.618 122.38
0.500 122.27
0.382 122.15
LOW 121.78
0.618 121.18
1.000 120.81
1.618 120.21
2.618 119.24
4.250 117.66
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 122.27 122.16
PP 122.18 122.11
S1 122.10 122.07

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

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