Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 120.46 121.00 0.54 0.4% 120.00
High 121.14 121.94 0.80 0.7% 121.94
Low 120.13 121.00 0.87 0.7% 119.96
Close 120.86 121.89 1.03 0.9% 121.89
Range 1.01 0.94 -0.07 -6.9% 1.98
ATR 0.80 0.82 0.02 2.5% 0.00
Volume 683,277 588,550 -94,727 -13.9% 2,793,038
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 124.43 124.10 122.41
R3 123.49 123.16 122.15
R2 122.55 122.55 122.06
R1 122.22 122.22 121.98 122.39
PP 121.61 121.61 121.61 121.69
S1 121.28 121.28 121.80 121.45
S2 120.67 120.67 121.72
S3 119.73 120.34 121.63
S4 118.79 119.40 121.37
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 127.20 126.53 122.98
R3 125.22 124.55 122.43
R2 123.24 123.24 122.25
R1 122.57 122.57 122.07 122.91
PP 121.26 121.26 121.26 121.43
S1 120.59 120.59 121.71 120.93
S2 119.28 119.28 121.53
S3 117.30 118.61 121.35
S4 115.32 116.63 120.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.94 119.96 1.98 1.6% 0.76 0.6% 97% True False 558,607
10 122.18 119.96 2.22 1.8% 0.83 0.7% 87% False False 643,993
20 122.28 119.92 2.36 1.9% 0.82 0.7% 83% False False 661,384
40 122.49 118.78 3.71 3.0% 0.72 0.6% 84% False False 623,979
60 122.49 117.47 5.02 4.1% 0.73 0.6% 88% False False 524,696
80 122.88 117.47 5.41 4.4% 0.70 0.6% 82% False False 394,028
100 124.05 117.47 6.58 5.4% 0.66 0.5% 67% False False 315,315
120 124.80 117.47 7.33 6.0% 0.59 0.5% 60% False False 262,951
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.94
2.618 124.40
1.618 123.46
1.000 122.88
0.618 122.52
HIGH 121.94
0.618 121.58
0.500 121.47
0.382 121.36
LOW 121.00
0.618 120.42
1.000 120.06
1.618 119.48
2.618 118.54
4.250 117.01
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 121.75 121.61
PP 121.61 121.32
S1 121.47 121.04

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

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