Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 118.62 118.15 -0.47 -0.4% 120.77
High 118.86 118.66 -0.20 -0.2% 120.89
Low 118.21 118.15 -0.06 -0.1% 119.11
Close 118.77 118.54 -0.23 -0.2% 119.62
Range 0.65 0.51 -0.14 -21.5% 1.78
ATR 0.80 0.78 -0.01 -1.6% 0.00
Volume 53,931 47,497 -6,434 -11.9% 29,185
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 119.98 119.77 118.82
R3 119.47 119.26 118.68
R2 118.96 118.96 118.63
R1 118.75 118.75 118.59 118.86
PP 118.45 118.45 118.45 118.50
S1 118.24 118.24 118.49 118.35
S2 117.94 117.94 118.45
S3 117.43 117.73 118.40
S4 116.92 117.22 118.26
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 125.21 124.20 120.60
R3 123.43 122.42 120.11
R2 121.65 121.65 119.95
R1 120.64 120.64 119.78 120.26
PP 119.87 119.87 119.87 119.68
S1 118.86 118.86 119.46 118.48
S2 118.09 118.09 119.29
S3 116.31 117.08 119.13
S4 114.53 115.30 118.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.91 118.15 1.76 1.5% 0.63 0.5% 22% False True 28,288
10 121.42 118.15 3.27 2.8% 0.68 0.6% 12% False True 16,299
20 122.33 118.15 4.18 3.5% 0.67 0.6% 9% False True 9,412
40 124.05 118.15 5.90 5.0% 0.59 0.5% 7% False True 4,951
60 124.80 118.15 6.65 5.6% 0.52 0.4% 6% False True 3,712
80 124.80 118.15 6.65 5.6% 0.39 0.3% 6% False True 2,823
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120.83
2.618 120.00
1.618 119.49
1.000 119.17
0.618 118.98
HIGH 118.66
0.618 118.47
0.500 118.41
0.382 118.34
LOW 118.15
0.618 117.83
1.000 117.64
1.618 117.32
2.618 116.81
4.250 115.98
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 118.50 118.76
PP 118.45 118.69
S1 118.41 118.61

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

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