Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 123.53 124.00 0.47 0.4% 123.41
High 123.97 124.15 0.18 0.1% 123.75
Low 123.41 123.99 0.58 0.5% 121.61
Close 123.99 123.97 -0.02 0.0% 123.58
Range 0.56 0.16 -0.40 -71.4% 2.14
ATR 0.77 0.73 -0.04 -5.7% 0.00
Volume 275 252 -23 -8.4% 1,216
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 124.52 124.40 124.06
R3 124.36 124.24 124.01
R2 124.20 124.20 124.00
R1 124.08 124.08 123.98 124.06
PP 124.04 124.04 124.04 124.03
S1 123.92 123.92 123.96 123.90
S2 123.88 123.88 123.94
S3 123.72 123.76 123.93
S4 123.56 123.60 123.88
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
5 124.15 121.61 2.54 2.0% 0.65 0.5% 93% True False 290
10 124.15 121.61 2.54 2.0% 0.54 0.4% 93% True False 609
20 124.15 121.00 3.15 2.5% 0.52 0.4% 94% True False 326
40 124.39 119.23 5.16 4.2% 0.36 0.3% 92% False False 216
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124.83
2.618 124.57
1.618 124.41
1.000 124.31
0.618 124.25
HIGH 124.15
0.618 124.09
0.500 124.07
0.382 124.05
LOW 123.99
0.618 123.89
1.000 123.83
1.618 123.73
2.618 123.57
4.250 123.31
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 124.07 123.76
PP 124.04 123.55
S1 124.00 123.34

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

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