Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 119.60 118.89 -0.71 -0.6% 119.88
High 119.75 119.27 -0.48 -0.4% 119.91
Low 118.63 118.76 0.13 0.1% 118.77
Close 118.99 119.01 0.02 0.0% 119.53
Range 1.12 0.51 -0.61 -54.5% 1.14
ATR 0.88 0.85 -0.03 -3.0% 0.00
Volume 460,814 831,470 370,656 80.4% 2,284,522
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 120.54 120.29 119.29
R3 120.03 119.78 119.15
R2 119.52 119.52 119.10
R1 119.27 119.27 119.06 119.40
PP 119.01 119.01 119.01 119.08
S1 118.76 118.76 118.96 118.89
S2 118.50 118.50 118.92
S3 117.99 118.25 118.87
S4 117.48 117.74 118.73
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
5 119.84 118.63 1.21 1.0% 0.72 0.6% 31% False False 682,111
10 121.52 118.63 2.89 2.4% 0.72 0.6% 13% False False 624,296
20 122.65 118.63 4.02 3.4% 0.77 0.6% 9% False False 652,766
40 124.41 118.63 5.78 4.9% 0.79 0.7% 7% False False 636,356
60 125.63 118.63 7.00 5.9% 0.84 0.7% 5% False False 529,450
80 125.63 118.63 7.00 5.9% 0.82 0.7% 5% False False 399,193
100 125.63 118.63 7.00 5.9% 0.81 0.7% 5% False False 319,480
120 125.63 118.63 7.00 5.9% 0.75 0.6% 5% False False 266,242
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121.44
2.618 120.61
1.618 120.10
1.000 119.78
0.618 119.59
HIGH 119.27
0.618 119.08
0.500 119.02
0.382 118.95
LOW 118.76
0.618 118.44
1.000 118.25
1.618 117.93
2.618 117.42
4.250 116.59
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 119.02 119.24
PP 119.01 119.16
S1 119.01 119.09

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

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