Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 124.03 122.83 -1.20 -1.0% 124.58
High 124.03 123.15 -0.88 -0.7% 124.73
Low 123.90 122.61 -1.29 -1.0% 122.61
Close 123.86 123.38 -0.48 -0.4% 123.38
Range 0.13 0.54 0.41 315.4% 2.12
ATR 0.61 0.66 0.05 7.4% 0.00
Volume 390 2,190 1,800 461.5% 9,197
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 124.67 124.56 123.68
R3 124.13 124.02 123.53
R2 123.59 123.59 123.48
R1 123.48 123.48 123.43 123.54
PP 123.05 123.05 123.05 123.07
S1 122.94 122.94 123.33 123.00
S2 122.51 122.51 123.28
S3 121.97 122.40 123.23
S4 121.43 121.86 123.08
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 129.93 128.78 124.55
R3 127.81 126.66 123.96
R2 125.69 125.69 123.77
R1 124.54 124.54 123.57 124.06
PP 123.57 123.57 123.57 123.33
S1 122.42 122.42 123.19 121.94
S2 121.45 121.45 122.99
S3 119.33 120.30 122.80
S4 117.21 118.18 122.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.73 122.61 2.12 1.7% 0.24 0.2% 36% False True 1,839
10 124.80 122.61 2.19 1.8% 0.12 0.1% 35% False True 1,559
20 124.80 122.61 2.19 1.8% 0.06 0.0% 35% False True 863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 125.45
2.618 124.56
1.618 124.02
1.000 123.69
0.618 123.48
HIGH 123.15
0.618 122.94
0.500 122.88
0.382 122.82
LOW 122.61
0.618 122.28
1.000 122.07
1.618 121.74
2.618 121.20
4.250 120.32
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 123.21 123.36
PP 123.05 123.34
S1 122.88 123.32

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

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