Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 125.38 124.94 -0.44 -0.4% 125.23
High 125.45 125.72 0.27 0.2% 126.05
Low 124.37 124.90 0.53 0.4% 124.37
Close 124.71 125.49 0.78 0.6% 125.49
Range 1.08 0.82 -0.26 -24.1% 1.68
ATR 1.06 1.06 0.00 -0.3% 0.00
Volume 808,590 698,463 -110,127 -13.6% 3,080,307
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 127.83 127.48 125.94
R3 127.01 126.66 125.72
R2 126.19 126.19 125.64
R1 125.84 125.84 125.57 126.02
PP 125.37 125.37 125.37 125.46
S1 125.02 125.02 125.41 125.20
S2 124.55 124.55 125.34
S3 123.73 124.20 125.26
S4 122.91 123.38 125.04
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 130.34 129.60 126.41
R3 128.66 127.92 125.95
R2 126.98 126.98 125.80
R1 126.24 126.24 125.64 126.61
PP 125.30 125.30 125.30 125.49
S1 124.56 124.56 125.34 124.93
S2 123.62 123.62 125.18
S3 121.94 122.88 125.03
S4 120.26 121.20 124.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.05 124.13 1.92 1.5% 0.81 0.6% 71% False False 730,721
10 126.05 121.55 4.50 3.6% 0.93 0.7% 88% False False 731,163
20 126.05 121.55 4.50 3.6% 0.98 0.8% 88% False False 697,078
40 126.53 121.55 4.98 4.0% 1.00 0.8% 79% False False 603,829
60 126.53 119.90 6.63 5.3% 1.05 0.8% 84% False False 520,844
80 126.53 116.00 10.53 8.4% 0.97 0.8% 90% False False 391,524
100 126.53 113.98 12.55 10.0% 0.95 0.8% 92% False False 313,353
120 126.53 113.48 13.05 10.4% 0.87 0.7% 92% False False 261,200
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.21
2.618 127.87
1.618 127.05
1.000 126.54
0.618 126.23
HIGH 125.72
0.618 125.41
0.500 125.31
0.382 125.21
LOW 124.90
0.618 124.39
1.000 124.08
1.618 123.57
2.618 122.75
4.250 121.42
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 125.43 125.40
PP 125.37 125.30
S1 125.31 125.21

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

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