Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 122.77 122.00 -0.77 -0.6% 122.19
High 122.77 122.63 -0.14 -0.1% 122.88
Low 122.31 121.80 -0.51 -0.4% 121.55
Close 122.49 122.63 0.14 0.1% 121.97
Range 0.46 0.83 0.37 80.4% 1.33
ATR 0.67 0.69 0.01 1.6% 0.00
Volume 138 86 -52 -37.7% 4,790
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 124.84 124.57 123.09
R3 124.01 123.74 122.86
R2 123.18 123.18 122.78
R1 122.91 122.91 122.71 123.05
PP 122.35 122.35 122.35 122.42
S1 122.08 122.08 122.55 122.22
S2 121.52 121.52 122.48
S3 120.69 121.25 122.40
S4 119.86 120.42 122.17
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 126.12 125.38 122.70
R3 124.79 124.05 122.34
R2 123.46 123.46 122.21
R1 122.72 122.72 122.09 122.43
PP 122.13 122.13 122.13 121.99
S1 121.39 121.39 121.85 121.10
S2 120.80 120.80 121.73
S3 119.47 120.06 121.60
S4 118.14 118.73 121.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.77 121.55 1.22 1.0% 0.50 0.4% 89% False False 176
10 122.88 121.21 1.67 1.4% 0.52 0.4% 85% False False 531
20 124.05 121.18 2.87 2.3% 0.51 0.4% 51% False False 490
40 124.80 121.18 3.62 3.0% 0.45 0.4% 40% False False 862
60 124.80 120.12 4.68 3.8% 0.30 0.2% 54% False False 626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126.16
2.618 124.80
1.618 123.97
1.000 123.46
0.618 123.14
HIGH 122.63
0.618 122.31
0.500 122.22
0.382 122.12
LOW 121.80
0.618 121.29
1.000 120.97
1.618 120.46
2.618 119.63
4.250 118.27
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 122.49 122.52
PP 122.35 122.40
S1 122.22 122.29

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

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