Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 122.36 121.96 -0.40 -0.3% 123.23
High 122.69 122.28 -0.41 -0.3% 124.66
Low 121.90 121.61 -0.29 -0.2% 121.77
Close 122.29 121.81 -0.48 -0.4% 122.28
Range 0.79 0.67 -0.12 -15.2% 2.89
ATR 0.97 0.95 -0.02 -2.2% 0.00
Volume 469,154 518,131 48,977 10.4% 3,338,484
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 123.91 123.53 122.18
R3 123.24 122.86 121.99
R2 122.57 122.57 121.93
R1 122.19 122.19 121.87 122.05
PP 121.90 121.90 121.90 121.83
S1 121.52 121.52 121.75 121.38
S2 121.23 121.23 121.69
S3 120.56 120.85 121.63
S4 119.89 120.18 121.44
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
5 122.94 121.61 1.33 1.1% 0.74 0.6% 15% False True 526,144
10 124.66 121.61 3.05 2.5% 0.83 0.7% 7% False True 530,139
20 124.71 121.61 3.10 2.5% 0.93 0.8% 6% False True 343,173
40 125.63 120.37 5.26 4.3% 0.89 0.7% 27% False False 253,143
60 125.63 120.37 5.26 4.3% 0.84 0.7% 27% False False 168,996
80 125.63 120.37 5.26 4.3% 0.77 0.6% 27% False False 126,822
100 125.63 118.77 6.86 5.6% 0.64 0.5% 44% False False 101,483
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.13
2.618 124.03
1.618 123.36
1.000 122.95
0.618 122.69
HIGH 122.28
0.618 122.02
0.500 121.95
0.382 121.87
LOW 121.61
0.618 121.20
1.000 120.94
1.618 120.53
2.618 119.86
4.250 118.76
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 121.95 122.15
PP 121.90 122.04
S1 121.86 121.92

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

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