Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 08-May-2009

Day Change Summary
	Previous	Current
	07-May-2009	08-May-2009	Change	Change %	Previous Week
Open	121.04	120.10	-0.94	-0.8%	122.10
High	121.10	120.17	-0.93	-0.8%	122.22
Low	120.08	119.57	-0.51	-0.4%	119.57
Close	120.37	119.72	-0.65	-0.5%	119.72
Range	1.02	0.60	-0.42	-41.2%	2.65
ATR	0.73	0.74	0.00	0.7%	0.00
Volume	466	2,325	1,859	398.9%	5,075

Daily Pivots for day following 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	121.62	121.27	120.05
R3	121.02	120.67	119.89
R2	120.42	120.42	119.83
R1	120.07	120.07	119.78	119.95
PP	119.82	119.82	119.82	119.76
S1	119.47	119.47	119.67	119.35
S2	119.22	119.22	119.61
S3	118.62	118.87	119.56
S4	118.02	118.27	119.39

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	128.45	126.74	121.18
R3	125.80	124.09	120.45
R2	123.15	123.15	120.21
R1	121.44	121.44	119.96	120.97
PP	120.50	120.50	120.50	120.27
S1	118.79	118.79	119.48	118.32
S2	117.85	117.85	119.23
S3	115.20	116.14	118.99
S4	112.55	113.49	118.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.22	119.57	2.65	2.2%	0.68	0.6%	6%	False	True	1,015
10	122.77	119.57	3.20	2.7%	0.60	0.5%	5%	False	True	597
20	122.88	119.57	3.31	2.8%	0.51	0.4%	5%	False	True	627
40	124.05	119.57	4.48	3.7%	0.55	0.5%	3%	False	True	697
60	124.80	119.57	5.23	4.4%	0.37	0.3%	3%	False	True	703

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Stretch	0.07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122.72
2.618	121.74
1.618	121.14
1.000	120.77
0.618	120.54
HIGH	120.17
0.618	119.94
0.500	119.87
0.382	119.80
LOW	119.57
0.618	119.20
1.000	118.97
1.618	118.60
2.618	118.00
4.250	117.02

Fisher Pivots for day following 08-May-2009
Pivot	1 day	3 day
R1	119.87	120.78
PP	119.82	120.43
S1	119.77	120.07

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