Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 119.56 119.54 -0.02 0.0% 117.50
High 119.68 120.00 0.32 0.3% 118.80
Low 119.26 119.47 0.21 0.2% 117.47
Close 119.38 119.86 0.48 0.4% 118.52
Range 0.42 0.53 0.11 26.2% 1.33
ATR 0.82 0.80 -0.01 -1.7% 0.00
Volume 642,709 634,234 -8,475 -1.3% 2,817,217
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 121.37 121.14 120.15
R3 120.84 120.61 120.01
R2 120.31 120.31 119.96
R1 120.08 120.08 119.91 120.20
PP 119.78 119.78 119.78 119.83
S1 119.55 119.55 119.81 119.67
S2 119.25 119.25 119.76
S3 118.72 119.02 119.71
S4 118.19 118.49 119.57
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.25 121.72 119.25
R3 120.92 120.39 118.89
R2 119.59 119.59 118.76
R1 119.06 119.06 118.64 119.33
PP 118.26 118.26 118.26 118.40
S1 117.73 117.73 118.40 118.00
S2 116.93 116.93 118.28
S3 115.60 116.40 118.15
S4 114.27 115.07 117.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.00 117.52 2.48 2.1% 0.66 0.5% 94% True False 583,900
10 120.00 117.47 2.53 2.1% 0.75 0.6% 94% True False 622,715
20 120.88 117.47 3.41 2.8% 0.77 0.6% 70% False False 357,623
40 122.77 117.47 5.30 4.4% 0.69 0.6% 45% False False 179,878
60 124.05 117.47 6.58 5.5% 0.62 0.5% 36% False False 120,109
80 124.80 117.47 7.33 6.1% 0.53 0.4% 33% False False 90,364
100 124.99 117.47 7.52 6.3% 0.42 0.4% 32% False False 72,322
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.25
2.618 121.39
1.618 120.86
1.000 120.53
0.618 120.33
HIGH 120.00
0.618 119.80
0.500 119.74
0.382 119.67
LOW 119.47
0.618 119.14
1.000 118.94
1.618 118.61
2.618 118.08
4.250 117.22
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 119.82 119.68
PP 119.78 119.49
S1 119.74 119.31

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

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