Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 123.55 123.95 0.40 0.3% 122.56
High 123.93 124.05 0.12 0.1% 123.93
Low 123.40 123.60 0.20 0.2% 121.62
Close 124.00 123.53 -0.47 -0.4% 124.00
Range 0.53 0.45 -0.08 -15.1% 2.31
ATR 0.84 0.81 -0.03 -3.3% 0.00
Volume 36 923 887 2,463.9% 6,483
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 125.08 124.75 123.78
R3 124.63 124.30 123.65
R2 124.18 124.18 123.61
R1 123.85 123.85 123.57 123.79
PP 123.73 123.73 123.73 123.70
S1 123.40 123.40 123.49 123.34
S2 123.28 123.28 123.45
S3 122.83 122.95 123.41
S4 122.38 122.50 123.28
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 130.11 129.37 125.27
R3 127.80 127.06 124.64
R2 125.49 125.49 124.42
R1 124.75 124.75 124.21 125.12
PP 123.18 123.18 123.18 123.37
S1 122.44 122.44 123.79 122.81
S2 120.87 120.87 123.58
S3 118.56 120.13 123.36
S4 116.25 117.82 122.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.05 121.62 2.43 2.0% 0.84 0.7% 79% True False 1,260
10 124.05 121.62 2.43 2.0% 0.53 0.4% 79% True False 1,126
20 124.80 121.62 3.18 2.6% 0.27 0.2% 60% False False 1,173
40 124.99 120.12 4.87 3.9% 0.14 0.1% 70% False False 662
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.05
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125.96
2.618 125.23
1.618 124.78
1.000 124.50
0.618 124.33
HIGH 124.05
0.618 123.88
0.500 123.83
0.382 123.77
LOW 123.60
0.618 123.32
1.000 123.15
1.618 122.87
2.618 122.42
4.250 121.69
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 123.83 123.52
PP 123.73 123.50
S1 123.63 123.49

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

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