Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 121.43 120.61 -0.82 -0.7% 122.00
High 121.51 120.90 -0.61 -0.5% 122.10
Low 120.70 120.37 -0.33 -0.3% 120.78
Close 120.95 120.69 -0.26 -0.2% 121.16
Range 0.81 0.53 -0.28 -34.6% 1.32
ATR 0.80 0.78 -0.02 -2.0% 0.00
Volume 123 924 801 651.2% 7,487
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 122.24 122.00 120.98
R3 121.71 121.47 120.84
R2 121.18 121.18 120.79
R1 120.94 120.94 120.74 121.06
PP 120.65 120.65 120.65 120.72
S1 120.41 120.41 120.64 120.53
S2 120.12 120.12 120.59
S3 119.59 119.88 120.54
S4 119.06 119.35 120.40
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
5 121.89 120.37 1.52 1.3% 0.63 0.5% 21% False True 1,032
10 124.05 120.37 3.68 3.0% 0.82 0.7% 9% False True 931
20 125.30 120.37 4.93 4.1% 0.80 0.7% 6% False True 582
40 125.30 120.37 4.93 4.1% 0.66 0.5% 6% False True 435
60 125.30 118.42 6.88 5.7% 0.45 0.4% 33% False False 335
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 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.15
2.618 122.29
1.618 121.76
1.000 121.43
0.618 121.23
HIGH 120.90
0.618 120.70
0.500 120.64
0.382 120.57
LOW 120.37
0.618 120.04
1.000 119.84
1.618 119.51
2.618 118.98
4.250 118.12
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 120.67 121.08
PP 120.65 120.95
S1 120.64 120.82

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

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