Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 121.72 122.45 0.73 0.6% 122.44
High 121.72 122.45 0.73 0.6% 122.45
Low 121.32 121.95 0.63 0.5% 121.00
Close 121.59 120.72 -0.87 -0.7% 120.72
Range 0.40 0.50 0.10 25.0% 1.45
ATR 0.62 0.63 0.02 2.8% 0.00
Volume 2 87 85 4,250.0% 130
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 123.21 122.46 121.00
R3 122.71 121.96 120.86
R2 122.21 122.21 120.81
R1 121.46 121.46 120.77 121.59
PP 121.71 121.71 121.71 121.77
S1 120.96 120.96 120.67 121.09
S2 121.21 121.21 120.63
S3 120.71 120.46 120.58
S4 120.21 119.96 120.45
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 125.74 124.68 121.52
R3 124.29 123.23 121.12
R2 122.84 122.84 120.99
R1 121.78 121.78 120.85 121.59
PP 121.39 121.39 121.39 121.29
S1 120.33 120.33 120.59 120.14
S2 119.94 119.94 120.45
S3 118.49 118.88 120.32
S4 117.04 117.43 119.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.45 121.00 1.45 1.2% 0.62 0.5% -19% True False 26
10 124.39 121.00 3.39 2.8% 0.53 0.4% -8% False False 71
20 124.39 119.64 4.75 3.9% 0.26 0.2% 23% False False 99
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 0.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.58
2.618 123.76
1.618 123.26
1.000 122.95
0.618 122.76
HIGH 122.45
0.618 122.26
0.500 122.20
0.382 122.14
LOW 121.95
0.618 121.64
1.000 121.45
1.618 121.14
2.618 120.64
4.250 119.83
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 122.20 121.73
PP 121.71 121.39
S1 121.21 121.06

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

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