Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 118.83 119.25 0.42 0.4% 119.88
High 119.33 119.84 0.51 0.4% 119.91
Low 118.82 119.15 0.33 0.3% 118.77
Close 119.18 119.53 0.35 0.3% 119.53
Range 0.51 0.69 0.18 35.3% 1.14
ATR 0.87 0.86 -0.01 -1.5% 0.00
Volume 723,289 699,881 -23,408 -3.2% 2,284,522
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 121.58 121.24 119.91
R3 120.89 120.55 119.72
R2 120.20 120.20 119.66
R1 119.86 119.86 119.59 120.03
PP 119.51 119.51 119.51 119.59
S1 119.17 119.17 119.47 119.34
S2 118.82 118.82 119.40
S3 118.13 118.48 119.34
S4 117.44 117.79 119.15
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 122.82 122.32 120.16
R3 121.68 121.18 119.84
R2 120.54 120.54 119.74
R1 120.04 120.04 119.63 119.72
PP 119.40 119.40 119.40 119.25
S1 118.90 118.90 119.43 118.58
S2 118.26 118.26 119.32
S3 117.12 117.76 119.22
S4 115.98 116.62 118.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.53 118.77 1.76 1.5% 0.63 0.5% 43% False False 559,570
10 122.07 118.77 3.30 2.8% 0.71 0.6% 23% False False 602,110
20 122.82 118.77 4.05 3.4% 0.76 0.6% 19% False False 641,883
40 124.66 118.77 5.89 4.9% 0.77 0.6% 13% False False 631,329
60 125.63 118.77 6.86 5.7% 0.84 0.7% 11% False False 508,954
80 125.63 118.77 6.86 5.7% 0.81 0.7% 11% False False 383,086
100 125.63 118.77 6.86 5.7% 0.79 0.7% 11% False False 306,557
120 125.63 118.77 6.86 5.7% 0.74 0.6% 11% False False 255,474
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.77
2.618 121.65
1.618 120.96
1.000 120.53
0.618 120.27
HIGH 119.84
0.618 119.58
0.500 119.50
0.382 119.41
LOW 119.15
0.618 118.72
1.000 118.46
1.618 118.03
2.618 117.34
4.250 116.22
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 119.52 119.46
PP 119.51 119.38
S1 119.50 119.31

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

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