Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 123.63 123.55 -0.08 -0.1% 123.81
High 123.63 123.55 -0.08 -0.1% 124.22
Low 123.63 123.55 -0.08 -0.1% 122.80
Close 123.63 123.55 -0.08 -0.1% 123.05
Range
ATR 0.54 0.51 -0.03 -6.1% 0.00
Volume 90 36 -54 -60.0% 536
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 123.55 123.55 123.55
R3 123.55 123.55 123.55
R2 123.55 123.55 123.55
R1 123.55 123.55 123.55 123.55
PP 123.55 123.55 123.55 123.55
S1 123.55 123.55 123.55 123.55
S2 123.55 123.55 123.55
S3 123.55 123.55 123.55
S4 123.55 123.55 123.55
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 127.62 126.75 123.83
R3 126.20 125.33 123.44
R2 124.78 124.78 123.31
R1 123.91 123.91 123.18 123.64
PP 123.36 123.36 123.36 123.22
S1 122.49 122.49 122.92 122.22
S2 121.94 121.94 122.79
S3 120.52 121.07 122.66
S4 119.10 119.65 122.27
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 1.1% 0.00 0.0% 53% False False 108
10 124.22 122.80 1.42 1.1% 0.00 0.0% 53% False False 100
20 124.22 120.12 4.10 3.3% 0.00 0.0% 84% False False 145
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
4.250 123.55
2.618 123.55
1.618 123.55
1.000 123.55
0.618 123.55
HIGH 123.55
0.618 123.55
0.500 123.55
0.382 123.55
LOW 123.55
0.618 123.55
1.000 123.55
1.618 123.55
2.618 123.55
4.250 123.55
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 123.55 123.48
PP 123.55 123.41
S1 123.55 123.34

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

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