Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 125.23 125.80 0.57 0.5% 122.18
High 125.97 126.05 0.08 0.1% 124.90
Low 125.18 125.28 0.10 0.1% 121.55
Close 125.76 125.72 -0.04 0.0% 124.52
Range 0.79 0.77 -0.02 -2.5% 3.35
ATR 1.06 1.04 -0.02 -2.0% 0.00
Volume 746,312 826,942 80,630 10.8% 3,585,557
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 127.99 127.63 126.14
R3 127.22 126.86 125.93
R2 126.45 126.45 125.86
R1 126.09 126.09 125.79 125.89
PP 125.68 125.68 125.68 125.58
S1 125.32 125.32 125.65 125.12
S2 124.91 124.91 125.58
S3 124.14 124.55 125.51
S4 123.37 123.78 125.30
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
5 126.05 122.63 3.42 2.7% 0.94 0.7% 90% True False 782,086
10 126.05 121.55 4.50 3.6% 0.90 0.7% 93% True False 724,205
20 126.05 121.55 4.50 3.6% 0.98 0.8% 93% True False 691,790
40 126.53 121.55 4.98 4.0% 1.00 0.8% 84% False False 592,930
60 126.53 119.24 7.29 5.8% 1.05 0.8% 89% False False 496,307
80 126.53 116.00 10.53 8.4% 0.97 0.8% 92% False False 372,706
100 126.53 113.74 12.79 10.2% 0.94 0.7% 94% False False 298,313
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.32
2.618 128.07
1.618 127.30
1.000 126.82
0.618 126.53
HIGH 126.05
0.618 125.76
0.500 125.67
0.382 125.57
LOW 125.28
0.618 124.80
1.000 124.51
1.618 124.03
2.618 123.26
4.250 122.01
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 125.70 125.51
PP 125.68 125.30
S1 125.67 125.09

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

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