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

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

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