Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 124.16 124.09 -0.07 -0.1% 123.16
High 124.70 124.65 -0.05 0.0% 124.70
Low 124.13 123.97 -0.16 -0.1% 123.13
Close 124.41 124.55 0.14 0.1% 124.24
Range 0.57 0.68 0.11 19.3% 1.57
ATR 0.81 0.80 -0.01 -1.1% 0.00
Volume 25,059 24,309 -750 -3.0% 38,575
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 126.43 126.17 124.92
R3 125.75 125.49 124.74
R2 125.07 125.07 124.67
R1 124.81 124.81 124.61 124.94
PP 124.39 124.39 124.39 124.46
S1 124.13 124.13 124.49 124.26
S2 123.71 123.71 124.43
S3 123.03 123.45 124.36
S4 122.35 122.77 124.18
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 128.73 128.06 125.10
R3 127.16 126.49 124.67
R2 125.59 125.59 124.53
R1 124.92 124.92 124.38 125.26
PP 124.02 124.02 124.02 124.19
S1 123.35 123.35 124.10 123.69
S2 122.45 122.45 123.95
S3 120.88 121.78 123.81
S4 119.31 120.21 123.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.70 123.27 1.43 1.1% 0.73 0.6% 90% False False 17,798
10 124.70 122.48 2.22 1.8% 0.74 0.6% 93% False False 11,707
20 124.70 120.37 4.33 3.5% 0.73 0.6% 97% False False 6,571
40 125.30 120.37 4.93 4.0% 0.74 0.6% 85% False False 3,570
60 125.30 120.37 4.93 4.0% 0.64 0.5% 85% False False 2,398
80 125.30 116.83 8.47 6.8% 0.48 0.4% 91% False False 1,846
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.54
2.618 126.43
1.618 125.75
1.000 125.33
0.618 125.07
HIGH 124.65
0.618 124.39
0.500 124.31
0.382 124.23
LOW 123.97
0.618 123.55
1.000 123.29
1.618 122.87
2.618 122.19
4.250 121.08
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 124.47 124.41
PP 124.39 124.27
S1 124.31 124.13

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

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