Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 01-Apr-2009

Day Change Summary
	Previous	Current
	31-Mar-2009	01-Apr-2009	Change	Change %	Previous Week
Open	123.46	124.05	0.59	0.5%	123.95
High	123.90	124.05	0.15	0.1%	124.05
Low	123.43	123.80	0.37	0.3%	122.08
Close	123.90	123.84	-0.06	0.0%	123.01
Range	0.47	0.25	-0.22	-46.8%	1.97
ATR	0.73	0.70	-0.03	-4.7%	0.00
Volume	715	104	-611	-85.5%	2,668

Daily Pivots for day following 01-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.65	124.49	123.98
R3	124.40	124.24	123.91
R2	124.15	124.15	123.89
R1	123.99	123.99	123.86	123.95
PP	123.90	123.90	123.90	123.87
S1	123.74	123.74	123.82	123.70
S2	123.65	123.65	123.79
S3	123.40	123.49	123.77
S4	123.15	123.24	123.70

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	124.05	122.24	1.81	1.5%	0.43	0.3%	88%	True	False	341
10	124.05	122.08	1.97	1.6%	0.49	0.4%	89%	True	False	364
20	124.80	121.62	3.18	2.6%	0.43	0.3%	70%	False	False	1,269
40	124.80	120.12	4.68	3.8%	0.22	0.2%	79%	False	False	708

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	125.11
2.618	124.70
1.618	124.45
1.000	124.30
0.618	124.20
HIGH	124.05
0.618	123.95
0.500	123.93
0.382	123.90
LOW	123.80
0.618	123.65
1.000	123.55
1.618	123.40
2.618	123.15
4.250	122.74

Fisher Pivots for day following 01-Apr-2009
Pivot	1 day	3 day
R1	123.93	123.74
PP	123.90	123.63
S1	123.87	123.53

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