Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 31-Mar-2009

Day Change Summary
	Previous	Current
	30-Mar-2009	31-Mar-2009	Change	Change %	Previous Week
Open	123.00	123.46	0.46	0.4%	123.95
High	123.54	123.90	0.36	0.3%	124.05
Low	123.00	123.43	0.43	0.3%	122.08
Close	123.64	123.90	0.26	0.2%	123.01
Range	0.54	0.47	-0.07	-13.0%	1.97
ATR	0.75	0.73	-0.02	-2.7%	0.00
Volume	63	715	652	1,034.9%	2,668

Daily Pivots for day following 31-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.15	125.00	124.16
R3	124.68	124.53	124.03
R2	124.21	124.21	123.99
R1	124.06	124.06	123.94	124.14
PP	123.74	123.74	123.74	123.78
S1	123.59	123.59	123.86	123.67
S2	123.27	123.27	123.81
S3	122.80	123.12	123.77
S4	122.33	122.65	123.64

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	128.96	127.95	124.09
R3	126.99	125.98	123.55
R2	125.02	125.02	123.37
R1	124.01	124.01	123.19	123.53
PP	123.05	123.05	123.05	122.81
S1	122.04	122.04	122.83	121.56
S2	121.08	121.08	122.65
S3	119.11	120.07	122.47
S4	117.14	118.10	121.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.90	122.08	1.82	1.5%	0.42	0.3%	100%	True	False	482
10	124.05	121.62	2.43	2.0%	0.67	0.5%	94%	False	False	486
20	124.80	121.62	3.18	2.6%	0.42	0.3%	72%	False	False	1,269
40	124.80	120.12	4.68	3.8%	0.21	0.2%	81%	False	False	707

Crabel Price Patterns
NR	True
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	0.05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125.90
2.618	125.13
1.618	124.66
1.000	124.37
0.618	124.19
HIGH	123.90
0.618	123.72
0.500	123.67
0.382	123.61
LOW	123.43
0.618	123.14
1.000	122.96
1.618	122.67
2.618	122.20
4.250	121.43

Fisher Pivots for day following 31-Mar-2009
Pivot	1 day	3 day
R1	123.82	123.69
PP	123.74	123.47
S1	123.67	123.26

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols