Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 119.02 118.40 -0.62 -0.5% 118.90
High 119.30 118.65 -0.65 -0.5% 119.31
Low 118.33 117.56 -0.77 -0.7% 117.56
Close 118.54 117.66 -0.88 -0.7% 117.66
Range 0.97 1.09 0.12 12.4% 1.75
ATR 0.82 0.84 0.02 2.4% 0.00
Volume 759,671 808,404 48,733 6.4% 2,290,802
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 121.23 120.53 118.26
R3 120.14 119.44 117.96
R2 119.05 119.05 117.86
R1 118.35 118.35 117.76 118.16
PP 117.96 117.96 117.96 117.86
S1 117.26 117.26 117.56 117.07
S2 116.87 116.87 117.46
S3 115.78 116.17 117.36
S4 114.69 115.08 117.06
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 123.43 122.29 118.62
R3 121.68 120.54 118.14
R2 119.93 119.93 117.98
R1 118.79 118.79 117.82 118.49
PP 118.18 118.18 118.18 118.02
S1 117.04 117.04 117.50 116.74
S2 116.43 116.43 117.34
S3 114.68 115.29 117.18
S4 112.93 113.54 116.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.31 117.56 1.75 1.5% 0.97 0.8% 6% False True 458,160
10 119.37 117.56 1.81 1.5% 0.79 0.7% 6% False True 247,872
20 121.42 117.56 3.86 3.3% 0.75 0.6% 3% False True 126,485
40 122.88 117.56 5.32 4.5% 0.63 0.5% 2% False True 63,556
60 124.05 117.56 6.49 5.5% 0.61 0.5% 2% False True 42,626
80 124.80 117.56 7.24 6.2% 0.46 0.4% 1% False True 32,149
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.28
2.618 121.50
1.618 120.41
1.000 119.74
0.618 119.32
HIGH 118.65
0.618 118.23
0.500 118.11
0.382 117.98
LOW 117.56
0.618 116.89
1.000 116.47
1.618 115.80
2.618 114.71
4.250 112.93
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 118.11 118.44
PP 117.96 118.18
S1 117.81 117.92

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

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