Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 122.66 122.83 0.17 0.1% 121.78
High 123.14 122.83 -0.31 -0.3% 122.69
Low 122.56 122.25 -0.31 -0.3% 121.61
Close 122.94 122.65 -0.29 -0.2% 121.81
Range 0.58 0.58 0.00 0.0% 1.08
ATR 0.93 0.91 -0.02 -1.9% 0.00
Volume 537,555 520,956 -16,599 -3.1% 1,962,914
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 124.32 124.06 122.97
R3 123.74 123.48 122.81
R2 123.16 123.16 122.76
R1 122.90 122.90 122.70 122.74
PP 122.58 122.58 122.58 122.50
S1 122.32 122.32 122.60 122.16
S2 122.00 122.00 122.54
S3 121.42 121.74 122.49
S4 120.84 121.16 122.33
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 125.28 124.62 122.40
R3 124.20 123.54 122.11
R2 123.12 123.12 122.01
R1 122.46 122.46 121.91 122.79
PP 122.04 122.04 122.04 122.20
S1 121.38 121.38 121.71 121.71
S2 120.96 120.96 121.61
S3 119.88 120.30 121.51
S4 118.80 119.22 121.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.14 121.61 1.53 1.2% 0.61 0.5% 68% False False 496,103
10 124.66 121.61 3.05 2.5% 0.75 0.6% 34% False False 571,729
20 124.71 121.61 3.10 2.5% 0.88 0.7% 34% False False 339,731
40 125.63 121.61 4.02 3.3% 0.86 0.7% 26% False False 290,321
60 125.63 120.37 5.26 4.3% 0.84 0.7% 43% False False 193,871
80 125.63 120.37 5.26 4.3% 0.76 0.6% 43% False False 145,487
100 125.63 119.23 6.40 5.2% 0.66 0.5% 53% False False 116,410
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.20
Fibonacci Retracements and Extensions
4.250 125.30
2.618 124.35
1.618 123.77
1.000 123.41
0.618 123.19
HIGH 122.83
0.618 122.61
0.500 122.54
0.382 122.47
LOW 122.25
0.618 121.89
1.000 121.67
1.618 121.31
2.618 120.73
4.250 119.79
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 122.61 122.65
PP 122.58 122.64
S1 122.54 122.64

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

View Archives - Comment on this page... - Back to Index of Symbols