Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
25-May-2009 27-May-2009 Change Change % Previous Week
Open 119.88 119.31 -0.57 -0.5% 121.30
High 119.91 119.52 -0.39 -0.3% 121.55
Low 119.49 118.77 -0.72 -0.6% 119.77
Close 119.63 119.40 -0.23 -0.2% 120.25
Range 0.42 0.75 0.33 78.6% 1.78
ATR 0.90 0.90 0.00 -0.3% 0.00
Volume 166,247 695,105 528,858 318.1% 3,115,735
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 121.48 121.19 119.81
R3 120.73 120.44 119.61
R2 119.98 119.98 119.54
R1 119.69 119.69 119.47 119.84
PP 119.23 119.23 119.23 119.30
S1 118.94 118.94 119.33 119.09
S2 118.48 118.48 119.26
S3 117.73 118.19 119.19
S4 116.98 117.44 118.99
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 125.86 124.84 121.23
R3 124.08 123.06 120.74
R2 122.30 122.30 120.58
R1 121.28 121.28 120.41 120.90
PP 120.52 120.52 120.52 120.34
S1 119.50 119.50 120.09 119.12
S2 118.74 118.74 119.92
S3 116.96 117.72 119.76
S4 115.18 115.94 119.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.52 118.77 2.75 2.3% 0.74 0.6% 23% False True 552,705
10 122.07 118.77 3.30 2.8% 0.77 0.6% 19% False True 608,235
20 123.33 118.77 4.56 3.8% 0.78 0.7% 14% False True 642,961
40 124.66 118.77 5.89 4.9% 0.79 0.7% 11% False True 609,715
60 125.63 118.77 6.86 5.7% 0.85 0.7% 9% False True 485,988
80 125.63 118.77 6.86 5.7% 0.82 0.7% 9% False True 365,314
100 125.63 118.77 6.86 5.7% 0.79 0.7% 9% False True 292,326
120 125.63 118.77 6.86 5.7% 0.73 0.6% 9% False True 243,618
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.71
2.618 121.48
1.618 120.73
1.000 120.27
0.618 119.98
HIGH 119.52
0.618 119.23
0.500 119.15
0.382 119.06
LOW 118.77
0.618 118.31
1.000 118.02
1.618 117.56
2.618 116.81
4.250 115.58
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 119.32 119.65
PP 119.23 119.57
S1 119.15 119.48

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

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