Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 119.24 119.82 0.58 0.5% 118.65
High 119.85 120.30 0.45 0.4% 120.00
Low 118.78 119.63 0.85 0.7% 118.61
Close 119.69 120.18 0.49 0.4% 119.69
Range 1.07 0.67 -0.40 -37.4% 1.39
ATR 0.82 0.81 -0.01 -1.3% 0.00
Volume 616,934 551,917 -65,017 -10.5% 3,174,667
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.05 121.78 120.55
R3 121.38 121.11 120.36
R2 120.71 120.71 120.30
R1 120.44 120.44 120.24 120.58
PP 120.04 120.04 120.04 120.10
S1 119.77 119.77 120.12 119.91
S2 119.37 119.37 120.06
S3 118.70 119.10 120.00
S4 118.03 118.43 119.81
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 123.60 123.04 120.45
R3 122.21 121.65 120.07
R2 120.82 120.82 119.94
R1 120.26 120.26 119.82 120.54
PP 119.43 119.43 119.43 119.58
S1 118.87 118.87 119.56 119.15
S2 118.04 118.04 119.44
S3 116.65 117.48 119.31
S4 115.26 116.09 118.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.30 118.78 1.52 1.3% 0.70 0.6% 92% True False 632,333
10 120.30 117.52 2.78 2.3% 0.71 0.6% 96% True False 603,646
20 120.30 117.47 2.83 2.4% 0.78 0.6% 96% True False 450,929
40 122.77 117.47 5.30 4.4% 0.72 0.6% 51% False False 226,981
60 124.05 117.47 6.58 5.5% 0.64 0.5% 41% False False 151,490
80 124.80 117.47 7.33 6.1% 0.56 0.5% 37% False False 113,920
100 124.99 117.47 7.52 6.3% 0.45 0.4% 36% False False 91,168
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
4.250 123.15
2.618 122.05
1.618 121.38
1.000 120.97
0.618 120.71
HIGH 120.30
0.618 120.04
0.500 119.97
0.382 119.89
LOW 119.63
0.618 119.22
1.000 118.96
1.618 118.55
2.618 117.88
4.250 116.78
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 120.11 119.97
PP 120.04 119.75
S1 119.97 119.54

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

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