Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 120.73 121.06 0.33 0.3% 119.82
High 121.09 121.29 0.20 0.2% 121.09
Low 120.45 120.90 0.45 0.4% 119.63
Close 120.96 121.15 0.19 0.2% 120.96
Range 0.64 0.39 -0.25 -39.1% 1.46
ATR 0.76 0.73 -0.03 -3.5% 0.00
Volume 498,158 411,058 -87,100 -17.5% 3,050,962
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.28 122.11 121.36
R3 121.89 121.72 121.26
R2 121.50 121.50 121.22
R1 121.33 121.33 121.19 121.42
PP 121.11 121.11 121.11 121.16
S1 120.94 120.94 121.11 121.03
S2 120.72 120.72 121.08
S3 120.33 120.55 121.04
S4 119.94 120.16 120.94
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 124.94 124.41 121.76
R3 123.48 122.95 121.36
R2 122.02 122.02 121.23
R1 121.49 121.49 121.09 121.76
PP 120.56 120.56 120.56 120.69
S1 120.03 120.03 120.83 120.30
S2 119.10 119.10 120.69
S3 117.64 118.57 120.56
S4 116.18 117.11 120.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.29 119.85 1.44 1.2% 0.56 0.5% 90% True False 582,020
10 121.29 118.78 2.51 2.1% 0.63 0.5% 94% True False 607,177
20 121.29 117.47 3.82 3.2% 0.72 0.6% 96% True False 584,574
40 121.99 117.47 4.52 3.7% 0.71 0.6% 81% False False 299,709
60 123.65 117.47 6.18 5.1% 0.65 0.5% 60% False False 199,964
80 124.80 117.47 7.33 6.1% 0.60 0.5% 50% False False 150,290
100 124.80 117.47 7.33 6.1% 0.48 0.4% 50% False False 120,261
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 25 trading days
Fibonacci Retracements and Extensions
4.250 122.95
2.618 122.31
1.618 121.92
1.000 121.68
0.618 121.53
HIGH 121.29
0.618 121.14
0.500 121.10
0.382 121.05
LOW 120.90
0.618 120.66
1.000 120.51
1.618 120.27
2.618 119.88
4.250 119.24
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 121.13 120.97
PP 121.11 120.80
S1 121.10 120.62

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

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