Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 122.40 122.18 -0.22 -0.2% 122.36
High 122.75 122.22 -0.53 -0.4% 123.21
Low 121.78 121.55 -0.23 -0.2% 121.56
Close 122.02 121.72 -0.30 -0.2% 122.02
Range 0.97 0.67 -0.30 -30.9% 1.65
ATR 1.03 1.00 -0.03 -2.5% 0.00
Volume 645,768 439,350 -206,418 -32.0% 3,110,001
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 123.84 123.45 122.09
R3 123.17 122.78 121.90
R2 122.50 122.50 121.84
R1 122.11 122.11 121.78 121.97
PP 121.83 121.83 121.83 121.76
S1 121.44 121.44 121.66 121.30
S2 121.16 121.16 121.60
S3 120.49 120.77 121.54
S4 119.82 120.10 121.35
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
5 122.83 121.55 1.28 1.1% 0.86 0.7% 13% False True 622,827
10 123.39 121.55 1.84 1.5% 0.91 0.8% 9% False True 625,009
20 126.53 121.55 4.98 4.1% 0.98 0.8% 3% False True 661,546
40 126.53 121.33 5.20 4.3% 1.06 0.9% 8% False False 553,299
60 126.53 117.80 8.73 7.2% 1.02 0.8% 45% False False 418,087
80 126.53 114.18 12.35 10.1% 0.95 0.8% 61% False False 313,769
100 126.53 113.48 13.05 10.7% 0.93 0.8% 63% False False 251,144
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.07
2.618 123.97
1.618 123.30
1.000 122.89
0.618 122.63
HIGH 122.22
0.618 121.96
0.500 121.89
0.382 121.81
LOW 121.55
0.618 121.14
1.000 120.88
1.618 120.47
2.618 119.80
4.250 118.70
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 121.89 122.15
PP 121.83 122.01
S1 121.78 121.86

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

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