Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 122.03 120.56 -1.47 -1.2% 122.60
High 122.03 120.77 -1.26 -1.0% 122.68
Low 120.58 120.11 -0.47 -0.4% 120.11
Close 120.93 120.31 -0.62 -0.5% 120.31
Range 1.45 0.66 -0.79 -54.5% 2.57
ATR 0.91 0.91 -0.01 -0.7% 0.00
Volume 1,159,955 600,281 -559,674 -48.2% 3,357,562
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 122.38 122.00 120.67
R3 121.72 121.34 120.49
R2 121.06 121.06 120.43
R1 120.68 120.68 120.37 120.54
PP 120.40 120.40 120.40 120.33
S1 120.02 120.02 120.25 119.88
S2 119.74 119.74 120.19
S3 119.08 119.36 120.13
S4 118.42 118.70 119.95
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 128.74 127.10 121.72
R3 126.17 124.53 121.02
R2 123.60 123.60 120.78
R1 121.96 121.96 120.55 121.50
PP 121.03 121.03 121.03 120.80
S1 119.39 119.39 120.07 118.93
S2 118.46 118.46 119.84
S3 115.89 116.82 119.60
S4 113.32 114.25 118.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.68 120.11 2.57 2.1% 0.90 0.8% 8% False True 671,512
10 123.37 120.11 3.26 2.7% 0.80 0.7% 6% False True 673,165
20 123.47 120.11 3.36 2.8% 0.79 0.7% 6% False True 637,456
40 125.63 120.11 5.52 4.6% 0.86 0.7% 4% False True 498,648
60 125.63 120.11 5.52 4.6% 0.85 0.7% 4% False True 364,844
80 125.63 120.11 5.52 4.6% 0.84 0.7% 4% False True 273,778
100 125.63 120.11 5.52 4.6% 0.78 0.6% 4% False True 219,080
120 125.63 118.42 7.21 6.0% 0.65 0.5% 26% False False 182,590
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.58
2.618 122.50
1.618 121.84
1.000 121.43
0.618 121.18
HIGH 120.77
0.618 120.52
0.500 120.44
0.382 120.36
LOW 120.11
0.618 119.70
1.000 119.45
1.618 119.04
2.618 118.38
4.250 117.31
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 120.44 121.38
PP 120.40 121.02
S1 120.35 120.67

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

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