Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 124.25 122.53 -1.72 -1.4% 123.23
High 124.41 122.94 -1.47 -1.2% 124.66
Low 122.66 121.77 -0.89 -0.7% 121.77
Close 122.94 122.28 -0.66 -0.5% 122.28
Range 1.75 1.17 -0.58 -33.1% 2.89
ATR 1.05 1.06 0.01 0.8% 0.00
Volume 1,020,842 667,808 -353,034 -34.6% 3,338,484
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 125.84 125.23 122.92
R3 124.67 124.06 122.60
R2 123.50 123.50 122.49
R1 122.89 122.89 122.39 122.61
PP 122.33 122.33 122.33 122.19
S1 121.72 121.72 122.17 121.44
S2 121.16 121.16 122.07
S3 119.99 120.55 121.96
S4 118.82 119.38 121.64
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 131.57 129.82 123.87
R3 128.68 126.93 123.07
R2 125.79 125.79 122.81
R1 124.04 124.04 122.54 123.47
PP 122.90 122.90 122.90 122.62
S1 121.15 121.15 122.02 120.58
S2 120.01 120.01 121.75
S3 117.12 118.26 121.49
S4 114.23 115.37 120.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.66 121.77 2.89 2.4% 1.01 0.8% 18% False True 667,696
10 124.71 121.77 2.94 2.4% 0.92 0.8% 17% False True 333,848
20 125.63 121.77 3.86 3.2% 1.01 0.8% 13% False True 397,847
40 125.63 120.37 5.26 4.3% 0.89 0.7% 36% False False 204,173
60 125.63 120.37 5.26 4.3% 0.86 0.7% 36% False False 136,301
80 125.63 120.37 5.26 4.3% 0.77 0.6% 36% False False 102,293
100 125.63 117.58 8.05 6.6% 0.61 0.5% 58% False False 81,866
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.91
2.618 126.00
1.618 124.83
1.000 124.11
0.618 123.66
HIGH 122.94
0.618 122.49
0.500 122.36
0.382 122.22
LOW 121.77
0.618 121.05
1.000 120.60
1.618 119.88
2.618 118.71
4.250 116.80
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 122.36 123.22
PP 122.33 122.90
S1 122.31 122.59

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

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