Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 122.10 121.45 -0.65 -0.5% 122.25
High 122.22 121.88 -0.34 -0.3% 122.77
Low 121.43 121.45 0.02 0.0% 121.80
Close 121.54 121.85 0.31 0.3% 122.08
Range 0.79 0.43 -0.36 -45.6% 0.97
ATR 0.70 0.68 -0.02 -2.8% 0.00
Volume 302 736 434 143.7% 646
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 123.02 122.86 122.09
R3 122.59 122.43 121.97
R2 122.16 122.16 121.93
R1 122.00 122.00 121.89 122.08
PP 121.73 121.73 121.73 121.77
S1 121.57 121.57 121.81 121.65
S2 121.30 121.30 121.77
S3 120.87 121.14 121.73
S4 120.44 120.71 121.61
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% 0.60 0.5% 31% False False 284
10 122.88 121.43 1.45 1.2% 0.57 0.5% 29% False False 452
20 122.88 121.18 1.70 1.4% 0.48 0.4% 39% False False 506
40 124.80 121.18 3.62 3.0% 0.50 0.4% 19% False False 889
60 124.80 120.12 4.68 3.8% 0.33 0.3% 37% False False 641
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123.71
2.618 123.01
1.618 122.58
1.000 122.31
0.618 122.15
HIGH 121.88
0.618 121.72
0.500 121.67
0.382 121.61
LOW 121.45
0.618 121.18
1.000 121.02
1.618 120.75
2.618 120.32
4.250 119.62
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 121.79 121.88
PP 121.73 121.87
S1 121.67 121.86

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

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