Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 123.50 123.41 -0.09 -0.1% 124.10
High 123.61 123.69 0.08 0.1% 124.10
Low 123.21 123.20 -0.01 0.0% 123.21
Close 124.21 123.60 -0.61 -0.5% 124.21
Range 0.40 0.49 0.09 22.5% 0.89
ATR 0.63 0.66 0.03 4.3% 0.00
Volume 4,346 18 -4,328 -99.6% 4,351
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 124.97 124.77 123.87
R3 124.48 124.28 123.73
R2 123.99 123.99 123.69
R1 123.79 123.79 123.64 123.89
PP 123.50 123.50 123.50 123.55
S1 123.30 123.30 123.56 123.40
S2 123.01 123.01 123.51
S3 122.52 122.81 123.47
S4 122.03 122.32 123.33
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 126.51 126.25 124.70
R3 125.62 125.36 124.45
R2 124.73 124.73 124.37
R1 124.47 124.47 124.29 124.60
PP 123.84 123.84 123.84 123.91
S1 123.58 123.58 124.13 123.71
S2 122.95 122.95 124.05
S3 122.06 122.69 123.97
S4 121.17 121.80 123.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.10 123.20 0.90 0.7% 0.18 0.1% 44% False True 874
10 124.10 121.81 2.29 1.9% 0.42 0.3% 78% False False 469
20 124.39 121.00 3.39 2.7% 0.49 0.4% 77% False False 270
40 124.39 117.58 6.81 5.5% 0.24 0.2% 88% False False 214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.77
2.618 124.97
1.618 124.48
1.000 124.18
0.618 123.99
HIGH 123.69
0.618 123.50
0.500 123.45
0.382 123.39
LOW 123.20
0.618 122.90
1.000 122.71
1.618 122.41
2.618 121.92
4.250 121.12
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 123.55 123.60
PP 123.50 123.59
S1 123.45 123.59

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

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