Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 123.98 124.50 0.52 0.4% 120.92
High 124.64 124.70 0.06 0.0% 123.60
Low 123.98 124.04 0.06 0.0% 120.37
Close 124.48 124.46 -0.02 0.0% 123.26
Range 0.66 0.66 0.00 0.0% 3.23
ATR 0.80 0.79 -0.01 -1.3% 0.00
Volume 5,461 10,348 4,887 89.5% 15,100
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 126.38 126.08 124.82
R3 125.72 125.42 124.64
R2 125.06 125.06 124.58
R1 124.76 124.76 124.52 124.58
PP 124.40 124.40 124.40 124.31
S1 124.10 124.10 124.40 123.92
S2 123.74 123.74 124.34
S3 123.08 123.44 124.28
S4 122.42 122.78 124.10
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
5 124.70 122.48 2.22 1.8% 0.75 0.6% 89% True False 5,616
10 124.70 120.37 4.33 3.5% 0.78 0.6% 94% True False 3,728
20 124.70 120.37 4.33 3.5% 0.80 0.6% 94% True False 2,329
40 125.30 120.37 4.93 4.0% 0.68 0.5% 83% False False 1,348
60 125.30 120.37 4.93 4.0% 0.58 0.5% 83% False False 930
80 125.30 116.83 8.47 6.8% 0.43 0.3% 90% False False 739
Crabel Price Patterns
NR False
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 0.05
Fibonacci Retracements and Extensions
4.250 127.51
2.618 126.43
1.618 125.77
1.000 125.36
0.618 125.11
HIGH 124.70
0.618 124.45
0.500 124.37
0.382 124.29
LOW 124.04
0.618 123.63
1.000 123.38
1.618 122.97
2.618 122.31
4.250 121.24
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 124.43 124.28
PP 124.40 124.10
S1 124.37 123.92

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

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