Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 124.55 123.92 -0.63 -0.5% 123.55
High 124.64 123.99 -0.65 -0.5% 124.47
Low 123.95 122.81 -1.14 -0.9% 122.11
Close 124.10 123.04 -1.06 -0.9% 123.94
Range 0.69 1.18 0.49 71.0% 2.36
ATR 1.10 1.11 0.01 1.2% 0.00
Volume
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 126.82 126.11 123.69
R3 125.64 124.93 123.36
R2 124.46 124.46 123.26
R1 123.75 123.75 123.15 123.52
PP 123.28 123.28 123.28 123.16
S1 122.57 122.57 122.93 122.34
S2 122.10 122.10 122.82
S3 120.92 121.39 122.72
S4 119.74 120.21 122.39
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 130.59 129.62 125.24
R3 128.23 127.26 124.59
R2 125.87 125.87 124.37
R1 124.90 124.90 124.16 125.39
PP 123.51 123.51 123.51 123.75
S1 122.54 122.54 123.72 123.03
S2 121.15 121.15 123.51
S3 118.79 120.18 123.29
S4 116.43 117.82 122.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.71 122.11 2.60 2.1% 1.22 1.0% 36% False False
10 125.63 122.11 3.52 2.9% 1.02 0.8% 26% False False 212,384
20 125.63 122.11 3.52 2.9% 0.96 0.8% 26% False False 239,183
40 125.63 120.37 5.26 4.3% 0.88 0.7% 51% False False 120,913
60 125.63 120.37 5.26 4.3% 0.78 0.6% 51% False False 80,734
80 125.63 120.37 5.26 4.3% 0.69 0.6% 51% False False 60,571
100 125.63 116.83 8.80 7.2% 0.55 0.4% 71% False False 48,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129.01
2.618 127.08
1.618 125.90
1.000 125.17
0.618 124.72
HIGH 123.99
0.618 123.54
0.500 123.40
0.382 123.26
LOW 122.81
0.618 122.08
1.000 121.63
1.618 120.90
2.618 119.72
4.250 117.80
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 123.40 123.76
PP 123.28 123.52
S1 123.16 123.28

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

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