Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 119.25 119.60 0.35 0.3% 119.88
High 119.84 119.75 -0.09 -0.1% 119.91
Low 119.15 118.63 -0.52 -0.4% 118.77
Close 119.53 118.99 -0.54 -0.5% 119.53
Range 0.69 1.12 0.43 62.3% 1.14
ATR 0.86 0.88 0.02 2.2% 0.00
Volume 699,881 460,814 -239,067 -34.2% 2,284,522
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.48 121.86 119.61
R3 121.36 120.74 119.30
R2 120.24 120.24 119.20
R1 119.62 119.62 119.09 119.37
PP 119.12 119.12 119.12 119.00
S1 118.50 118.50 118.89 118.25
S2 118.00 118.00 118.78
S3 116.88 117.38 118.68
S4 115.76 116.26 118.37
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
5 119.91 118.63 1.28 1.1% 0.70 0.6% 28% False True 549,067
10 121.55 118.63 2.92 2.5% 0.72 0.6% 12% False True 586,107
20 122.68 118.63 4.05 3.4% 0.79 0.7% 9% False True 628,346
40 124.66 118.63 6.03 5.1% 0.79 0.7% 6% False True 629,881
60 125.63 118.63 7.00 5.9% 0.85 0.7% 5% False True 516,229
80 125.63 118.63 7.00 5.9% 0.82 0.7% 5% False True 388,814
100 125.63 118.63 7.00 5.9% 0.81 0.7% 5% False True 311,165
120 125.63 118.63 7.00 5.9% 0.75 0.6% 5% False True 259,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124.51
2.618 122.68
1.618 121.56
1.000 120.87
0.618 120.44
HIGH 119.75
0.618 119.32
0.500 119.19
0.382 119.06
LOW 118.63
0.618 117.94
1.000 117.51
1.618 116.82
2.618 115.70
4.250 113.87
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 119.19 119.24
PP 119.12 119.15
S1 119.06 119.07

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

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