Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 122.73 123.19 0.46 0.4% 121.78
High 123.37 123.33 -0.04 0.0% 123.47
Low 122.67 122.64 -0.03 0.0% 121.72
Close 122.78 122.96 0.18 0.1% 122.46
Range 0.70 0.69 -0.01 -1.4% 1.75
ATR 0.90 0.88 -0.01 -1.6% 0.00
Volume 627,343 584,385 -42,958 -6.8% 3,597,074
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 125.05 124.69 123.34
R3 124.36 124.00 123.15
R2 123.67 123.67 123.09
R1 123.31 123.31 123.02 123.15
PP 122.98 122.98 122.98 122.89
S1 122.62 122.62 122.90 122.46
S2 122.29 122.29 122.83
S3 121.60 121.93 122.77
S4 120.91 121.24 122.58
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 127.80 126.88 123.42
R3 126.05 125.13 122.94
R2 124.30 124.30 122.78
R1 123.38 123.38 122.62 123.84
PP 122.55 122.55 122.55 122.78
S1 121.63 121.63 122.30 122.09
S2 120.80 120.80 122.14
S3 119.05 119.88 121.98
S4 117.30 118.13 121.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.37 121.94 1.43 1.2% 0.71 0.6% 71% False False 663,787
10 123.47 121.64 1.83 1.5% 0.78 0.6% 72% False False 637,765
20 124.66 121.61 3.05 2.5% 0.79 0.6% 44% False False 605,688
40 125.63 121.61 4.02 3.3% 0.87 0.7% 34% False False 421,607
60 125.63 120.37 5.26 4.3% 0.83 0.7% 49% False False 282,495
80 125.63 120.37 5.26 4.3% 0.79 0.6% 49% False False 211,971
100 125.63 120.37 5.26 4.3% 0.72 0.6% 49% False False 169,591
120 125.63 116.83 8.80 7.2% 0.60 0.5% 70% False False 141,356
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126.26
2.618 125.14
1.618 124.45
1.000 124.02
0.618 123.76
HIGH 123.33
0.618 123.07
0.500 122.99
0.382 122.90
LOW 122.64
0.618 122.21
1.000 121.95
1.618 121.52
2.618 120.83
4.250 119.71
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 122.99 122.89
PP 122.98 122.82
S1 122.97 122.75

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

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