Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 122.18 121.85 -0.33 -0.3% 122.36
High 122.22 122.73 0.51 0.4% 123.21
Low 121.55 121.70 0.15 0.1% 121.56
Close 121.72 122.35 0.63 0.5% 122.02
Range 0.67 1.03 0.36 53.7% 1.65
ATR 1.00 1.01 0.00 0.2% 0.00
Volume 439,350 809,028 369,678 84.1% 3,110,001
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 125.35 124.88 122.92
R3 124.32 123.85 122.63
R2 123.29 123.29 122.54
R1 122.82 122.82 122.44 123.06
PP 122.26 122.26 122.26 122.38
S1 121.79 121.79 122.26 122.03
S2 121.23 121.23 122.16
S3 120.20 120.76 122.07
S4 119.17 119.73 121.78
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
5 122.75 121.55 1.20 1.0% 0.87 0.7% 67% False False 666,324
10 123.39 121.55 1.84 1.5% 0.89 0.7% 43% False False 644,528
20 126.53 121.55 4.98 4.1% 1.01 0.8% 16% False False 668,854
40 126.53 121.33 5.20 4.3% 1.04 0.9% 20% False False 558,622
60 126.53 117.85 8.68 7.1% 1.03 0.8% 52% False False 431,527
80 126.53 114.18 12.35 10.1% 0.96 0.8% 66% False False 323,875
100 126.53 113.48 13.05 10.7% 0.93 0.8% 68% False False 259,229
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.11
2.618 125.43
1.618 124.40
1.000 123.76
0.618 123.37
HIGH 122.73
0.618 122.34
0.500 122.22
0.382 122.09
LOW 121.70
0.618 121.06
1.000 120.67
1.618 120.03
2.618 119.00
4.250 117.32
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 122.31 122.28
PP 122.26 122.22
S1 122.22 122.15

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

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