Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 121.18 121.43 0.25 0.2% 122.00
High 121.78 121.51 -0.27 -0.2% 122.10
Low 121.18 120.70 -0.48 -0.4% 120.78
Close 121.46 120.95 -0.51 -0.4% 121.16
Range 0.60 0.81 0.21 35.0% 1.32
ATR 0.80 0.80 0.00 0.1% 0.00
Volume 546 123 -423 -77.5% 7,487
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 123.48 123.03 121.40
R3 122.67 122.22 121.17
R2 121.86 121.86 121.10
R1 121.41 121.41 121.02 121.23
PP 121.05 121.05 121.05 120.97
S1 120.60 120.60 120.88 120.42
S2 120.24 120.24 120.80
S3 119.43 119.79 120.73
S4 118.62 118.98 120.50
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 125.31 124.55 121.89
R3 123.99 123.23 121.52
R2 122.67 122.67 121.40
R1 121.91 121.91 121.28 121.63
PP 121.35 121.35 121.35 121.21
S1 120.59 120.59 121.04 120.31
S2 120.03 120.03 120.92
S3 118.71 119.27 120.80
S4 117.39 117.95 120.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.10 120.70 1.40 1.2% 0.63 0.5% 18% False True 1,356
10 124.33 120.70 3.63 3.0% 0.83 0.7% 7% False True 850
20 125.30 120.70 4.60 3.8% 0.78 0.6% 5% False True 549
40 125.30 120.70 4.60 3.8% 0.66 0.5% 5% False True 414
60 125.30 117.97 7.33 6.1% 0.44 0.4% 41% False False 325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124.95
2.618 123.63
1.618 122.82
1.000 122.32
0.618 122.01
HIGH 121.51
0.618 121.20
0.500 121.11
0.382 121.01
LOW 120.70
0.618 120.20
1.000 119.89
1.618 119.39
2.618 118.58
4.250 117.26
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 121.11 121.24
PP 121.05 121.14
S1 121.00 121.05

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

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