Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 124.42 125.20 0.78 0.6% 123.76
High 125.43 125.63 0.20 0.2% 125.43
Low 124.42 125.00 0.58 0.5% 122.97
Close 125.37 125.10 -0.27 -0.2% 125.37
Range 1.01 0.63 -0.38 -37.6% 2.46
ATR 0.96 0.94 -0.02 -2.5% 0.00
Volume 758,851 561,765 -197,086 -26.0% 2,494,633
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 127.13 126.75 125.45
R3 126.50 126.12 125.27
R2 125.87 125.87 125.22
R1 125.49 125.49 125.16 125.37
PP 125.24 125.24 125.24 125.18
S1 124.86 124.86 125.04 124.74
S2 124.61 124.61 124.98
S3 123.98 124.23 124.93
S4 123.35 123.60 124.75
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 131.97 131.13 126.72
R3 129.51 128.67 126.05
R2 127.05 127.05 125.82
R1 126.21 126.21 125.60 126.63
PP 124.59 124.59 124.59 124.80
S1 123.75 123.75 125.14 124.17
S2 122.13 122.13 124.92
S3 119.67 121.29 124.69
S4 117.21 118.83 124.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.63 122.97 2.66 2.1% 0.96 0.8% 80% True False 611,279
10 125.63 122.97 2.66 2.1% 0.90 0.7% 80% True False 320,857
20 125.63 120.37 5.26 4.2% 0.85 0.7% 90% True False 163,112
40 125.63 120.37 5.26 4.2% 0.80 0.6% 90% True False 81,908
60 125.63 120.37 5.26 4.2% 0.72 0.6% 90% True False 54,705
80 125.63 118.77 6.86 5.5% 0.57 0.5% 92% True False 41,060
Crabel Price Patterns
NR True
NR4 True
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 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128.31
2.618 127.28
1.618 126.65
1.000 126.26
0.618 126.02
HIGH 125.63
0.618 125.39
0.500 125.32
0.382 125.24
LOW 125.00
0.618 124.61
1.000 124.37
1.618 123.98
2.618 123.35
4.250 122.32
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 125.32 124.84
PP 125.24 124.58
S1 125.17 124.32

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

View Archives - Comment on this page... - Back to Index of Symbols