Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 120.51 120.68 0.17 0.1% 120.31
High 120.84 121.52 0.68 0.6% 122.07
Low 120.26 120.32 0.06 0.0% 120.30
Close 120.53 121.18 0.65 0.5% 121.14
Range 0.58 1.20 0.62 106.9% 1.77
ATR 0.85 0.87 0.03 3.0% 0.00
Volume 729,273 659,573 -69,700 -9.6% 3,348,295
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 124.61 124.09 121.84
R3 123.41 122.89 121.51
R2 122.21 122.21 121.40
R1 121.69 121.69 121.29 121.95
PP 121.01 121.01 121.01 121.14
S1 120.49 120.49 121.07 120.75
S2 119.81 119.81 120.96
S3 118.61 119.29 120.85
S4 117.41 118.09 120.52
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
5 122.07 120.26 1.81 1.5% 0.80 0.7% 51% False False 644,650
10 122.07 120.11 1.96 1.6% 0.76 0.6% 55% False False 655,098
20 123.37 120.11 3.26 2.7% 0.78 0.6% 33% False False 668,448
40 124.66 120.11 4.55 3.8% 0.80 0.7% 24% False False 575,348
60 125.63 120.11 5.52 4.6% 0.85 0.7% 19% False False 463,573
80 125.63 120.11 5.52 4.6% 0.84 0.7% 19% False False 348,134
100 125.63 120.11 5.52 4.6% 0.78 0.6% 19% False False 278,582
120 125.63 120.11 5.52 4.6% 0.71 0.6% 19% False False 232,167
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 False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 126.62
2.618 124.66
1.618 123.46
1.000 122.72
0.618 122.26
HIGH 121.52
0.618 121.06
0.500 120.92
0.382 120.78
LOW 120.32
0.618 119.58
1.000 119.12
1.618 118.38
2.618 117.18
4.250 115.22
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 121.09 121.08
PP 121.01 120.99
S1 120.92 120.89

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

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