Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 123.37 124.00 0.63 0.5% 121.39
High 124.00 124.00 0.00 0.0% 123.93
Low 123.37 124.00 0.63 0.5% 121.39
Close 123.99 123.88 -0.11 -0.1% 123.35
Range 0.63 0.00 -0.63 -100.0% 2.54
ATR 0.74 0.69 -0.05 -7.0% 0.00
Volume 8 1 -7 -87.5% 321
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 123.96 123.92 123.88
R3 123.96 123.92 123.88
R2 123.96 123.96 123.88
R1 123.92 123.92 123.88 123.94
PP 123.96 123.96 123.96 123.97
S1 123.92 123.92 123.88 123.94
S2 123.96 123.96 123.88
S3 123.96 123.92 123.88
S4 123.96 123.92 123.88
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 130.51 129.47 124.75
R3 127.97 126.93 124.05
R2 125.43 125.43 123.82
R1 124.39 124.39 123.58 124.91
PP 122.89 122.89 122.89 123.15
S1 121.85 121.85 123.12 122.37
S2 120.35 120.35 122.88
S3 117.81 119.31 122.65
S4 115.27 116.77 121.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.00 123.16 0.84 0.7% 0.43 0.3% 86% True False 63
10 124.00 121.00 3.00 2.4% 0.51 0.4% 96% True False 42
20 124.39 121.00 3.39 2.7% 0.44 0.4% 85% False False 57
40 124.39 116.83 7.56 6.1% 0.22 0.2% 93% False False 124
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.04
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 124.00
2.618 124.00
1.618 124.00
1.000 124.00
0.618 124.00
HIGH 124.00
0.618 124.00
0.500 124.00
0.382 124.00
LOW 124.00
0.618 124.00
1.000 124.00
1.618 124.00
2.618 124.00
4.250 124.00
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 124.00 123.82
PP 123.96 123.75
S1 123.92 123.69

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

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