Euro Bund Future September 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	122.43	122.49	0.06	0.0%	122.15
High	122.63	122.89	0.26	0.2%	122.85
Low	122.17	122.27	0.10	0.1%	121.80
Close	122.44	122.81	0.37	0.3%	122.03
Range	0.46	0.62	0.16	34.8%	1.05
ATR	0.74	0.73	-0.01	-1.2%	0.00
Volume	544,851	697,811	152,960	28.1%	2,914,883

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	124.52	124.28	123.15
R3	123.90	123.66	122.98
R2	123.28	123.28	122.92
R1	123.04	123.04	122.87	123.16
PP	122.66	122.66	122.66	122.72
S1	122.42	122.42	122.75	122.54
S2	122.04	122.04	122.70
S3	121.42	121.80	122.64
S4	120.80	121.18	122.47

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	125.38	124.75	122.61
R3	124.33	123.70	122.32
R2	123.28	123.28	122.22
R1	122.65	122.65	122.13	122.44
PP	122.23	122.23	122.23	122.12
S1	121.60	121.60	121.93	121.39
S2	121.18	121.18	121.84
S3	120.13	120.55	121.74
S4	119.08	119.50	121.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122.89	121.76	1.13	0.9%	0.66	0.5%	93%	True	False	584,951
10	122.89	120.13	2.76	2.2%	0.66	0.5%	97%	True	False	592,321
20	122.89	119.96	2.93	2.4%	0.76	0.6%	97%	True	False	628,194
40	122.89	119.92	2.97	2.4%	0.69	0.6%	97%	True	False	614,813
60	122.89	117.47	5.42	4.4%	0.72	0.6%	99%	True	False	598,769
80	122.89	117.47	5.42	4.4%	0.71	0.6%	99%	True	False	452,127
100	124.05	117.47	6.58	5.4%	0.67	0.5%	81%	False	False	361,794
120	124.80	117.47	7.33	6.0%	0.63	0.5%	73%	False	False	301,706

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125.53
2.618	124.51
1.618	123.89
1.000	123.51
0.618	123.27
HIGH	122.89
0.618	122.65
0.500	122.58
0.382	122.51
LOW	122.27
0.618	121.89
1.000	121.65
1.618	121.27
2.618	120.65
4.250	119.64

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	122.73	122.65
PP	122.66	122.49
S1	122.58	122.33

Download as Excel Spreadsheet

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

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