Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 122.50 123.38 0.88 0.7% 120.92
High 123.60 123.38 -0.22 -0.2% 123.60
Low 122.48 122.90 0.42 0.3% 120.37
Close 123.47 123.26 -0.21 -0.2% 123.26
Range 1.12 0.48 -0.64 -57.1% 3.23
ATR 0.82 0.81 -0.02 -2.2% 0.00
Volume 3,638 5,352 1,714 47.1% 15,100
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 124.62 124.42 123.52
R3 124.14 123.94 123.39
R2 123.66 123.66 123.35
R1 123.46 123.46 123.30 123.32
PP 123.18 123.18 123.18 123.11
S1 122.98 122.98 123.22 122.84
S2 122.70 122.70 123.17
S3 122.22 122.50 123.13
S4 121.74 122.02 123.00
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 132.10 130.91 125.04
R3 128.87 127.68 124.15
R2 125.64 125.64 123.85
R1 124.45 124.45 123.56 125.05
PP 122.41 122.41 122.41 122.71
S1 121.22 121.22 122.96 121.82
S2 119.18 119.18 122.67
S3 115.95 117.99 122.37
S4 112.72 114.76 121.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.60 120.37 3.23 2.6% 0.87 0.7% 89% False False 3,020
10 123.60 120.37 3.23 2.6% 0.76 0.6% 89% False False 1,978
20 124.44 120.37 4.07 3.3% 0.81 0.7% 71% False False 1,399
40 125.30 120.37 4.93 4.0% 0.68 0.6% 59% False False 876
60 125.30 119.64 5.66 4.6% 0.54 0.4% 64% False False 617
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125.42
2.618 124.64
1.618 124.16
1.000 123.86
0.618 123.68
HIGH 123.38
0.618 123.20
0.500 123.14
0.382 123.08
LOW 122.90
0.618 122.60
1.000 122.42
1.618 122.12
2.618 121.64
4.250 120.86
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 123.22 123.01
PP 123.18 122.76
S1 123.14 122.51

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

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