Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 124.47 125.70 1.23 1.0% 125.03
High 125.92 126.52 0.60 0.5% 126.52
Low 124.29 125.67 1.38 1.1% 124.29
Close 125.42 126.42 1.00 0.8% 126.42
Range 1.63 0.85 -0.78 -47.9% 2.23
ATR 1.03 1.03 0.01 0.5% 0.00
Volume 595,924 30,206 -565,718 -94.9% 2,176,450
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 128.75 128.44 126.89
R3 127.90 127.59 126.65
R2 127.05 127.05 126.58
R1 126.74 126.74 126.50 126.90
PP 126.20 126.20 126.20 126.28
S1 125.89 125.89 126.34 126.05
S2 125.35 125.35 126.26
S3 124.50 125.04 126.19
S4 123.65 124.19 125.95
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 132.43 131.66 127.65
R3 130.20 129.43 127.03
R2 127.97 127.97 126.83
R1 127.20 127.20 126.62 127.59
PP 125.74 125.74 125.74 125.94
S1 124.97 124.97 126.22 125.36
S2 123.51 123.51 126.01
S3 121.28 122.74 125.81
S4 119.05 120.51 125.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.52 124.29 2.23 1.8% 0.92 0.7% 96% True False 577,894
10 126.52 124.29 2.23 1.8% 0.87 0.7% 96% True False 608,694
20 126.52 121.55 4.97 3.9% 0.91 0.7% 98% True False 672,655
40 126.53 121.55 4.98 3.9% 0.97 0.8% 98% False False 665,475
60 126.53 121.33 5.20 4.1% 1.03 0.8% 98% False False 595,677
80 126.53 117.45 9.08 7.2% 0.98 0.8% 99% False False 458,774
100 126.53 114.18 12.35 9.8% 0.94 0.7% 99% False False 367,167
120 126.53 113.48 13.05 10.3% 0.92 0.7% 99% False False 306,082
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
4.250 130.13
2.618 128.75
1.618 127.90
1.000 127.37
0.618 127.05
HIGH 126.52
0.618 126.20
0.500 126.10
0.382 125.99
LOW 125.67
0.618 125.14
1.000 124.82
1.618 124.29
2.618 123.44
4.250 122.06
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 126.31 126.08
PP 126.20 125.74
S1 126.10 125.41

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

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