Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 124.67 125.23 0.56 0.4% 122.18
High 124.71 125.97 1.26 1.0% 124.90
Low 124.13 125.18 1.05 0.8% 121.55
Close 124.52 125.76 1.24 1.0% 124.52
Range 0.58 0.79 0.21 36.2% 3.35
ATR 1.03 1.06 0.03 2.9% 0.00
Volume 573,298 746,312 173,014 30.2% 3,585,557
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 128.01 127.67 126.19
R3 127.22 126.88 125.98
R2 126.43 126.43 125.90
R1 126.09 126.09 125.83 126.26
PP 125.64 125.64 125.64 125.72
S1 125.30 125.30 125.69 125.47
S2 124.85 124.85 125.62
S3 124.06 124.51 125.54
S4 123.27 123.72 125.33
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
5 125.97 121.70 4.27 3.4% 0.99 0.8% 95% True False 778,503
10 125.97 121.55 4.42 3.5% 0.93 0.7% 95% True False 700,665
20 125.97 121.55 4.42 3.5% 1.00 0.8% 95% True False 688,694
40 126.53 121.55 4.98 4.0% 1.02 0.8% 85% False False 584,469
60 126.53 118.86 7.67 6.1% 1.05 0.8% 90% False False 482,561
80 126.53 115.27 11.26 9.0% 0.97 0.8% 93% False False 362,409
100 126.53 113.74 12.79 10.2% 0.94 0.7% 94% False False 290,043
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.33
2.618 128.04
1.618 127.25
1.000 126.76
0.618 126.46
HIGH 125.97
0.618 125.67
0.500 125.58
0.382 125.48
LOW 125.18
0.618 124.69
1.000 124.39
1.618 123.90
2.618 123.11
4.250 121.82
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 125.70 125.46
PP 125.64 125.15
S1 125.58 124.85

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

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