Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 123.00 122.70 -0.30 -0.2% 123.92
High 123.34 123.30 -0.04 0.0% 124.71
Low 122.63 122.53 -0.10 -0.1% 122.53
Close 123.02 123.08 0.06 0.0% 123.08
Range 0.71 0.77 0.06 8.5% 2.18
ATR 1.09 1.06 -0.02 -2.1% 0.00
Volume
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 125.28 124.95 123.50
R3 124.51 124.18 123.29
R2 123.74 123.74 123.22
R1 123.41 123.41 123.15 123.58
PP 122.97 122.97 122.97 123.05
S1 122.64 122.64 123.01 122.81
S2 122.20 122.20 122.94
S3 121.43 121.87 122.87
S4 120.66 121.10 122.66
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 129.98 128.71 124.28
R3 127.80 126.53 123.68
R2 125.62 125.62 123.48
R1 124.35 124.35 123.28 123.90
PP 123.44 123.44 123.44 123.21
S1 122.17 122.17 122.88 121.72
S2 121.26 121.26 122.68
S3 119.08 119.99 122.48
S4 116.90 117.81 121.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.71 122.53 2.18 1.8% 0.84 0.7% 25% False True
10 124.71 122.11 2.60 2.1% 1.01 0.8% 37% False False 79,417
20 125.63 122.11 3.52 2.9% 0.96 0.8% 28% False False 237,525
40 125.63 120.37 5.26 4.3% 0.86 0.7% 52% False False 120,898
60 125.63 120.37 5.26 4.3% 0.79 0.6% 52% False False 80,732
80 125.63 120.37 5.26 4.3% 0.70 0.6% 52% False False 60,566
100 125.63 116.83 8.80 7.1% 0.56 0.5% 71% False False 48,490
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.57
2.618 125.32
1.618 124.55
1.000 124.07
0.618 123.78
HIGH 123.30
0.618 123.01
0.500 122.92
0.382 122.82
LOW 122.53
0.618 122.05
1.000 121.76
1.618 121.28
2.618 120.51
4.250 119.26
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 123.03 123.26
PP 122.97 123.20
S1 122.92 123.14

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

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