Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 16-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 16-Feb-2009 Change Change % Previous Week
Open 123.38 123.16 -0.22 -0.2% 120.92
High 123.38 123.96 0.58 0.5% 123.60
Low 122.90 123.13 0.23 0.2% 120.37
Close 123.26 123.92 0.66 0.5% 123.26
Range 0.48 0.83 0.35 72.9% 3.23
ATR 0.81 0.81 0.00 0.2% 0.00
Volume 5,352 3,281 -2,071 -38.7% 15,100
Daily Pivots for day following 16-Feb-2009
Classic Woodie Camarilla DeMark
R4 126.16 125.87 124.38
R3 125.33 125.04 124.15
R2 124.50 124.50 124.07
R1 124.21 124.21 124.00 124.36
PP 123.67 123.67 123.67 123.74
S1 123.38 123.38 123.84 123.53
S2 122.84 122.84 123.77
S3 122.01 122.55 123.69
S4 121.18 121.72 123.46
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
5 123.96 120.53 3.43 2.8% 0.92 0.7% 99% True False 3,501
10 123.96 120.37 3.59 2.9% 0.78 0.6% 99% True False 2,252
20 124.44 120.37 4.07 3.3% 0.81 0.7% 87% False False 1,559
40 125.30 120.37 4.93 4.0% 0.70 0.6% 72% False False 958
60 125.30 119.66 5.64 4.6% 0.56 0.5% 76% False False 671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.49
2.618 126.13
1.618 125.30
1.000 124.79
0.618 124.47
HIGH 123.96
0.618 123.64
0.500 123.55
0.382 123.45
LOW 123.13
0.618 122.62
1.000 122.30
1.618 121.79
2.618 120.96
4.250 119.60
Fisher Pivots for day following 16-Feb-2009
Pivot 1 day 3 day
R1 123.80 123.69
PP 123.67 123.45
S1 123.55 123.22

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

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