Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
30-Apr-2009 04-May-2009 Change Change % Previous Week
Open 122.02 122.10 0.08 0.1% 122.25
High 122.33 122.22 -0.11 -0.1% 122.77
Low 121.85 121.43 -0.42 -0.3% 121.80
Close 122.08 121.54 -0.54 -0.4% 122.08
Range 0.48 0.79 0.31 64.6% 0.97
ATR 0.69 0.70 0.01 1.0% 0.00
Volume 162 302 140 86.4% 646
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 124.10 123.61 121.97
R3 123.31 122.82 121.76
R2 122.52 122.52 121.68
R1 122.03 122.03 121.61 121.88
PP 121.73 121.73 121.73 121.66
S1 121.24 121.24 121.47 121.09
S2 120.94 120.94 121.40
S3 120.15 120.45 121.32
S4 119.36 119.66 121.11
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 125.13 124.57 122.61
R3 124.16 123.60 122.35
R2 123.19 123.19 122.26
R1 122.63 122.63 122.17 122.43
PP 122.22 122.22 122.22 122.11
S1 121.66 121.66 121.99 121.46
S2 121.25 121.25 121.90
S3 120.28 120.69 121.81
S4 119.31 119.72 121.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.77 121.43 1.34 1.1% 0.61 0.5% 8% False True 189
10 122.88 121.43 1.45 1.2% 0.55 0.5% 8% False True 573
20 123.65 121.18 2.47 2.0% 0.54 0.4% 15% False False 472
40 124.80 121.18 3.62 3.0% 0.49 0.4% 10% False False 871
60 124.80 120.12 4.68 3.9% 0.32 0.3% 30% False False 629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.58
2.618 124.29
1.618 123.50
1.000 123.01
0.618 122.71
HIGH 122.22
0.618 121.92
0.500 121.83
0.382 121.73
LOW 121.43
0.618 120.94
1.000 120.64
1.618 120.15
2.618 119.36
4.250 118.07
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 121.83 122.03
PP 121.73 121.87
S1 121.64 121.70

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

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