Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 122.55 121.78 -0.77 -0.6% 122.36
High 122.59 123.04 0.45 0.4% 123.14
Low 121.64 121.72 0.08 0.1% 121.64
Close 121.80 122.89 1.09 0.9% 121.80
Range 0.95 1.32 0.37 38.9% 1.50
ATR 0.92 0.95 0.03 3.1% 0.00
Volume 510,346 610,284 99,938 19.6% 2,003,579
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 126.51 126.02 123.62
R3 125.19 124.70 123.25
R2 123.87 123.87 123.13
R1 123.38 123.38 123.01 123.63
PP 122.55 122.55 122.55 122.67
S1 122.06 122.06 122.77 122.31
S2 121.23 121.23 122.65
S3 119.91 120.74 122.53
S4 118.59 119.42 122.16
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 126.69 125.75 122.63
R3 125.19 124.25 122.21
R2 123.69 123.69 122.08
R1 122.75 122.75 121.94 122.47
PP 122.19 122.19 122.19 122.06
S1 121.25 121.25 121.66 120.97
S2 120.69 120.69 121.53
S3 119.19 119.75 121.39
S4 117.69 118.25 120.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.14 121.64 1.50 1.2% 0.78 0.6% 83% False False 522,772
10 123.14 121.61 1.53 1.2% 0.76 0.6% 84% False False 524,458
20 124.71 121.61 3.10 2.5% 0.83 0.7% 41% False False 395,763
40 125.63 121.61 4.02 3.3% 0.88 0.7% 32% False False 318,112
60 125.63 120.37 5.26 4.3% 0.86 0.7% 48% False False 212,541
80 125.63 120.37 5.26 4.3% 0.78 0.6% 48% False False 159,494
100 125.63 119.64 5.99 4.9% 0.68 0.6% 54% False False 127,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128.65
2.618 126.50
1.618 125.18
1.000 124.36
0.618 123.86
HIGH 123.04
0.618 122.54
0.500 122.38
0.382 122.22
LOW 121.72
0.618 120.90
1.000 120.40
1.618 119.58
2.618 118.26
4.250 116.11
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 122.72 122.71
PP 122.55 122.52
S1 122.38 122.34

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

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