Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 124.24 123.45 -0.79 -0.6% 123.80
High 124.24 124.28 0.04 0.0% 124.70
Low 123.13 123.25 0.12 0.1% 123.13
Close 123.19 123.42 0.23 0.2% 123.42
Range 1.11 1.03 -0.08 -7.2% 1.57
ATR 0.84 0.86 0.02 2.1% 0.00
Volume 38,199 44,476 6,277 16.4% 152,180
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 126.74 126.11 123.99
R3 125.71 125.08 123.70
R2 124.68 124.68 123.61
R1 124.05 124.05 123.51 123.85
PP 123.65 123.65 123.65 123.55
S1 123.02 123.02 123.33 122.82
S2 122.62 122.62 123.23
S3 121.59 121.99 123.14
S4 120.56 120.96 122.85
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 128.46 127.51 124.28
R3 126.89 125.94 123.85
R2 125.32 125.32 123.71
R1 124.37 124.37 123.56 124.06
PP 123.75 123.75 123.75 123.60
S1 122.80 122.80 123.28 122.49
S2 122.18 122.18 123.13
S3 120.61 121.23 122.99
S4 119.04 119.66 122.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.70 123.13 1.57 1.3% 0.84 0.7% 18% False False 30,436
10 124.70 123.13 1.57 1.3% 0.80 0.6% 18% False False 19,075
20 124.70 120.37 4.33 3.5% 0.78 0.6% 70% False False 10,527
40 125.30 120.37 4.93 4.0% 0.78 0.6% 62% False False 5,528
60 125.30 120.37 4.93 4.0% 0.68 0.5% 62% False False 3,775
80 125.30 117.47 7.83 6.3% 0.51 0.4% 76% False False 2,875
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.66
2.618 126.98
1.618 125.95
1.000 125.31
0.618 124.92
HIGH 124.28
0.618 123.89
0.500 123.77
0.382 123.64
LOW 123.25
0.618 122.61
1.000 122.22
1.618 121.58
2.618 120.55
4.250 118.87
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 123.77 123.89
PP 123.65 123.73
S1 123.54 123.58

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

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