Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 121.30 120.96 -0.34 -0.3% 120.31
High 121.55 120.96 -0.59 -0.5% 122.07
Low 120.97 120.34 -0.63 -0.5% 120.30
Close 121.33 120.51 -0.82 -0.7% 121.14
Range 0.58 0.62 0.04 6.9% 1.77
ATR 0.86 0.87 0.01 1.1% 0.00
Volume 449,577 763,983 314,406 69.9% 3,348,295
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 122.46 122.11 120.85
R3 121.84 121.49 120.68
R2 121.22 121.22 120.62
R1 120.87 120.87 120.57 120.74
PP 120.60 120.60 120.60 120.54
S1 120.25 120.25 120.45 120.12
S2 119.98 119.98 120.40
S3 119.36 119.63 120.34
S4 118.74 119.01 120.17
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 126.48 125.58 122.11
R3 124.71 123.81 121.63
R2 122.94 122.94 121.46
R1 122.04 122.04 121.30 122.49
PP 121.17 121.17 121.17 121.40
S1 120.27 120.27 120.98 120.72
S2 119.40 119.40 120.82
S3 117.63 118.50 120.65
S4 115.86 116.73 120.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.07 120.34 1.73 1.4% 0.80 0.7% 10% False True 663,766
10 122.65 120.11 2.54 2.1% 0.83 0.7% 16% False False 703,053
20 123.47 120.11 3.36 2.8% 0.78 0.6% 12% False False 685,491
40 124.71 120.11 4.60 3.8% 0.81 0.7% 9% False False 540,627
60 125.63 120.11 5.52 4.6% 0.85 0.7% 7% False False 440,572
80 125.63 120.11 5.52 4.6% 0.84 0.7% 7% False False 330,778
100 125.63 120.11 5.52 4.6% 0.78 0.6% 7% False False 264,694
120 125.63 119.64 5.99 5.0% 0.70 0.6% 15% False False 220,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.60
2.618 122.58
1.618 121.96
1.000 121.58
0.618 121.34
HIGH 120.96
0.618 120.72
0.500 120.65
0.382 120.58
LOW 120.34
0.618 119.96
1.000 119.72
1.618 119.34
2.618 118.72
4.250 117.71
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 120.65 121.21
PP 120.60 120.97
S1 120.56 120.74

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

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