Euro Bund Future June 2009

Trading Metrics calculated at close of trading on 15-Jan-2009

Day Change Summary
	Previous	Current
	14-Jan-2009	15-Jan-2009	Change	Change %	Previous Week
Open	123.82	124.78	0.96	0.8%	123.41
High	124.80	125.30	0.50	0.4%	123.75
Low	123.66	124.73	1.07	0.9%	121.61
Close	124.67	125.03	0.36	0.3%	123.58
Range	1.14	0.57	-0.57	-50.0%	2.14
ATR	0.76	0.75	-0.01	-1.2%	0.00
Volume	231	339	108	46.8%	1,216

Daily Pivots for day following 15-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	126.73	126.45	125.34
R3	126.16	125.88	125.19
R2	125.59	125.59	125.13
R1	125.31	125.31	125.08	125.45
PP	125.02	125.02	125.02	125.09
S1	124.74	124.74	124.98	124.88
S2	124.45	124.45	124.93
S3	123.88	124.17	124.87
S4	123.31	123.60	124.72

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	125.30	122.52	2.78	2.2%	0.73	0.6%	90%	True	False	335
10	125.30	121.61	3.69	3.0%	0.71	0.6%	93%	True	False	665
20	125.30	121.39	3.91	3.1%	0.56	0.4%	93%	True	False	354
40	125.30	119.64	5.66	4.5%	0.40	0.3%	95%	True	False	226

Crabel Price Patterns
NR	True
NR4	False
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	False
Stretch	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127.72
2.618	126.79
1.618	126.22
1.000	125.87
0.618	125.65
HIGH	125.30
0.618	125.08
0.500	125.02
0.382	124.95
LOW	124.73
0.618	124.38
1.000	124.16
1.618	123.81
2.618	123.24
4.250	122.31

Fisher Pivots for day following 15-Jan-2009
Pivot	1 day	3 day
R1	125.03	124.85
PP	125.02	124.66
S1	125.02	124.48

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