Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 09-Jan-2009

Day Change Summary
	Previous	Current
	08-Jan-2009	09-Jan-2009	Change	Change %	Previous Week
Open	121.95	122.52	0.57	0.5%	123.41
High	122.78	123.75	0.97	0.8%	123.75
Low	121.61	122.52	0.91	0.7%	121.61
Close	122.47	123.58	1.11	0.9%	123.58
Range	1.17	1.23	0.06	5.1%	2.14
ATR	0.75	0.79	0.04	5.0%	0.00
Volume	89	579	490	550.6%	1,216

Daily Pivots for day following 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.97	126.51	124.26
R3	125.74	125.28	123.92
R2	124.51	124.51	123.81
R1	124.05	124.05	123.69	124.28
PP	123.28	123.28	123.28	123.40
S1	122.82	122.82	123.47	123.05
S2	122.05	122.05	123.35
S3	120.82	121.59	123.24
S4	119.59	120.36	122.90

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	129.40	128.63	124.76
R3	127.26	126.49	124.17
R2	125.12	125.12	123.97
R1	124.35	124.35	123.78	124.74
PP	122.98	122.98	122.98	123.17
S1	122.21	122.21	123.38	122.60
S2	120.84	120.84	123.19
S3	118.70	120.07	122.99
S4	116.56	117.93	122.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.75	121.61	2.14	1.7%	0.85	0.7%	92%	True	False	243
10	124.10	121.61	2.49	2.0%	0.53	0.4%	79%	False	False	557
20	124.10	121.00	3.10	2.5%	0.57	0.5%	83%	False	False	301
40	124.39	118.77	5.62	4.5%	0.34	0.3%	86%	False	False	213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	128.98
2.618	126.97
1.618	125.74
1.000	124.98
0.618	124.51
HIGH	123.75
0.618	123.28
0.500	123.14
0.382	122.99
LOW	122.52
0.618	121.76
1.000	121.29
1.618	120.53
2.618	119.30
4.250	117.29

Fisher Pivots for day following 09-Jan-2009
Pivot	1 day	3 day
R1	123.43	123.28
PP	123.28	122.98
S1	123.14	122.68

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols