Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 118.40 117.50 -0.90 -0.8% 118.90
High 118.65 118.36 -0.29 -0.2% 119.31
Low 117.56 117.47 -0.09 -0.1% 117.56
Close 117.66 118.20 0.54 0.5% 117.66
Range 1.09 0.89 -0.20 -18.3% 1.75
ATR 0.84 0.84 0.00 0.4% 0.00
Volume 808,404 507,334 -301,070 -37.2% 2,290,802
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 120.68 120.33 118.69
R3 119.79 119.44 118.44
R2 118.90 118.90 118.36
R1 118.55 118.55 118.28 118.73
PP 118.01 118.01 118.01 118.10
S1 117.66 117.66 118.12 117.84
S2 117.12 117.12 118.04
S3 116.23 116.77 117.96
S4 115.34 115.88 117.71
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
5 119.31 117.47 1.84 1.6% 0.91 0.8% 40% False True 548,983
10 119.37 117.47 1.90 1.6% 0.84 0.7% 38% False True 298,212
20 121.42 117.47 3.95 3.3% 0.76 0.6% 18% False True 151,791
40 122.88 117.47 5.41 4.6% 0.64 0.5% 13% False True 76,237
60 124.05 117.47 6.58 5.6% 0.62 0.5% 11% False True 51,064
80 124.80 117.47 7.33 6.2% 0.47 0.4% 10% False True 38,488
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122.14
2.618 120.69
1.618 119.80
1.000 119.25
0.618 118.91
HIGH 118.36
0.618 118.02
0.500 117.92
0.382 117.81
LOW 117.47
0.618 116.92
1.000 116.58
1.618 116.03
2.618 115.14
4.250 113.69
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 118.11 118.39
PP 118.01 118.32
S1 117.92 118.26

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

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