Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 123.79 124.67 0.88 0.7% 122.18
High 124.90 124.71 -0.19 -0.2% 124.90
Low 123.72 124.13 0.41 0.3% 121.55
Close 124.75 124.52 -0.23 -0.2% 124.52
Range 1.18 0.58 -0.60 -50.8% 3.35
ATR 1.06 1.03 -0.03 -3.0% 0.00
Volume 872,011 573,298 -298,713 -34.3% 3,585,557
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 126.19 125.94 124.84
R3 125.61 125.36 124.68
R2 125.03 125.03 124.63
R1 124.78 124.78 124.57 124.62
PP 124.45 124.45 124.45 124.37
S1 124.20 124.20 124.47 124.04
S2 123.87 123.87 124.41
S3 123.29 123.62 124.36
S4 122.71 123.04 124.20
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 133.71 132.46 126.36
R3 130.36 129.11 125.44
R2 127.01 127.01 125.13
R1 125.76 125.76 124.83 126.39
PP 123.66 123.66 123.66 123.97
S1 122.41 122.41 124.21 123.04
S2 120.31 120.31 123.91
S3 116.96 119.06 123.60
S4 113.61 115.71 122.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.90 121.55 3.35 2.7% 0.97 0.8% 89% False False 717,111
10 124.90 121.55 3.35 2.7% 0.94 0.8% 89% False False 669,555
20 125.66 121.55 4.11 3.3% 1.02 0.8% 72% False False 675,746
40 126.53 121.55 4.98 4.0% 1.03 0.8% 60% False False 575,582
60 126.53 118.53 8.00 6.4% 1.04 0.8% 75% False False 470,142
80 126.53 114.76 11.77 9.5% 0.97 0.8% 83% False False 353,081
100 126.53 113.48 13.05 10.5% 0.94 0.8% 85% False False 282,585
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.13
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 127.18
2.618 126.23
1.618 125.65
1.000 125.29
0.618 125.07
HIGH 124.71
0.618 124.49
0.500 124.42
0.382 124.35
LOW 124.13
0.618 123.77
1.000 123.55
1.618 123.19
2.618 122.61
4.250 121.67
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 124.49 124.27
PP 124.45 124.02
S1 124.42 123.77

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

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