Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 121.78 122.24 0.46 0.4% 123.23
High 122.39 122.46 0.07 0.1% 124.66
Low 121.76 122.02 0.26 0.2% 121.77
Close 122.23 122.14 -0.09 -0.1% 122.28
Range 0.63 0.44 -0.19 -30.2% 2.89
ATR 1.03 0.99 -0.04 -4.1% 0.00
Volume 520,812 454,817 -65,995 -12.7% 3,338,484
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 123.53 123.27 122.38
R3 123.09 122.83 122.26
R2 122.65 122.65 122.22
R1 122.39 122.39 122.18 122.30
PP 122.21 122.21 122.21 122.16
S1 121.95 121.95 122.10 121.86
S2 121.77 121.77 122.06
S3 121.33 121.51 122.02
S4 120.89 121.07 121.90
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
5 124.66 121.76 2.90 2.4% 0.89 0.7% 13% False False 647,354
10 124.66 121.76 2.90 2.4% 0.88 0.7% 13% False False 431,411
20 125.63 121.76 3.87 3.2% 0.94 0.8% 10% False False 359,840
40 125.63 120.37 5.26 4.3% 0.89 0.7% 34% False False 228,538
60 125.63 120.37 5.26 4.3% 0.86 0.7% 34% False False 152,553
80 125.63 120.37 5.26 4.3% 0.77 0.6% 34% False False 114,487
100 125.63 118.42 7.21 5.9% 0.62 0.5% 52% False False 91,616
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124.33
2.618 123.61
1.618 123.17
1.000 122.90
0.618 122.73
HIGH 122.46
0.618 122.29
0.500 122.24
0.382 122.19
LOW 122.02
0.618 121.75
1.000 121.58
1.618 121.31
2.618 120.87
4.250 120.15
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 122.24 122.35
PP 122.21 122.28
S1 122.17 122.21

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

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