Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 09-Apr-2009

Day Change Summary
	Previous	Current
	08-Apr-2009	09-Apr-2009	Change	Change %	Previous Week
Open	121.68	121.48	-0.20	-0.2%	123.00
High	121.82	121.57	-0.25	-0.2%	124.05
Low	121.48	121.18	-0.30	-0.2%	121.29
Close	121.72	121.24	-0.48	-0.4%	121.78
Range	0.34	0.39	0.05	14.7%	2.76
ATR	0.70	0.69	-0.01	-1.6%	0.00
Volume	96	835	739	769.8%	1,785

Daily Pivots for day following 09-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	122.50	122.26	121.45
R3	122.11	121.87	121.35
R2	121.72	121.72	121.31
R1	121.48	121.48	121.28	121.41
PP	121.33	121.33	121.33	121.29
S1	121.09	121.09	121.20	121.02
S2	120.94	120.94	121.17
S3	120.55	120.70	121.13
S4	120.16	120.31	121.03

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	130.65	128.98	123.30
R3	127.89	126.22	122.54
R2	125.13	125.13	122.29
R1	123.46	123.46	122.03	122.92
PP	122.37	122.37	122.37	122.10
S1	120.70	120.70	121.53	120.16
S2	119.61	119.61	121.27
S3	116.85	117.94	121.02
S4	114.09	115.18	120.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.36	121.18	1.18	1.0%	0.49	0.4%	5%	False	True	512
10	124.05	121.18	2.87	2.4%	0.57	0.5%	2%	False	True	430
20	124.05	121.18	2.87	2.4%	0.60	0.5%	2%	False	True	741
40	124.80	121.18	3.62	3.0%	0.31	0.3%	2%	False	True	757

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123.23
2.618	122.59
1.618	122.20
1.000	121.96
0.618	121.81
HIGH	121.57
0.618	121.42
0.500	121.38
0.382	121.33
LOW	121.18
0.618	120.94
1.000	120.79
1.618	120.55
2.618	120.16
4.250	119.52

Fisher Pivots for day following 09-Apr-2009
Pivot	1 day	3 day
R1	121.38	121.54
PP	121.33	121.44
S1	121.29	121.34

Download as Excel Spreadsheet

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

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