Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 124.22 122.80 -1.42 -1.1% 123.59
High 124.22 122.80 -1.42 -1.1% 124.16
Low 124.22 122.80 -1.42 -1.1% 123.59
Close 124.22 122.80 -1.42 -1.1% 123.89
Range
ATR 0.50 0.56 0.07 13.3% 0.00
Volume 116 212 96 82.8% 1,141
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 122.80 122.80 122.80
R3 122.80 122.80 122.80
R2 122.80 122.80 122.80
R1 122.80 122.80 122.80 122.80
PP 122.80 122.80 122.80 122.80
S1 122.80 122.80 122.80 122.80
S2 122.80 122.80 122.80
S3 122.80 122.80 122.80
S4 122.80 122.80 122.80
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 125.59 125.31 124.20
R3 125.02 124.74 124.05
R2 124.45 124.45 123.99
R1 124.17 124.17 123.94 124.31
PP 123.88 123.88 123.88 123.95
S1 123.60 123.60 123.84 123.74
S2 123.31 123.31 123.79
S3 122.74 123.03 123.73
S4 122.17 122.46 123.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.22 122.80 1.42 1.2% 0.00 0.0% 0% False True 99
10 124.22 122.80 1.42 1.2% 0.00 0.0% 0% False True 198
20 124.99 120.12 4.87 4.0% 0.00 0.0% 55% False False 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.00
Fibonacci Retracements and Extensions
4.250 122.80
2.618 122.80
1.618 122.80
1.000 122.80
0.618 122.80
HIGH 122.80
0.618 122.80
0.500 122.80
0.382 122.80
LOW 122.80
0.618 122.80
1.000 122.80
1.618 122.80
2.618 122.80
4.250 122.80
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 122.80 123.51
PP 122.80 123.27
S1 122.80 123.04

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

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