Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 118.76 118.78 0.02 0.0% 119.50
High 118.76 118.78 0.02 0.0% 120.00
Low 118.76 118.78 0.02 0.0% 118.97
Close 118.76 118.78 0.02 0.0% 119.44
Range
ATR 0.45 0.42 -0.03 -6.8% 0.00
Volume 145 145 0 0.0% 569
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 118.78 118.78 118.78
R3 118.78 118.78 118.78
R2 118.78 118.78 118.78
R1 118.78 118.78 118.78 118.78
PP 118.78 118.78 118.78 118.78
S1 118.78 118.78 118.78 118.78
S2 118.78 118.78 118.78
S3 118.78 118.78 118.78
S4 118.78 118.78 118.78
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 122.56 122.03 120.01
R3 121.53 121.00 119.72
R2 120.50 120.50 119.63
R1 119.97 119.97 119.53 119.72
PP 119.47 119.47 119.47 119.35
S1 118.94 118.94 119.35 118.69
S2 118.44 118.44 119.25
S3 117.41 117.91 119.16
S4 116.38 116.88 118.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.00 118.76 1.24 1.0% 0.00 0.0% 2% False False 106
10 120.93 118.76 2.17 1.8% 0.00 0.0% 1% False False 104
20 122.08 118.76 3.32 2.8% 0.00 0.0% 1% False False 144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 118.78
2.618 118.78
1.618 118.78
1.000 118.78
0.618 118.78
HIGH 118.78
0.618 118.78
0.500 118.78
0.382 118.78
LOW 118.78
0.618 118.78
1.000 118.78
1.618 118.78
2.618 118.78
4.250 118.78
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 118.78 119.16
PP 118.78 119.03
S1 118.78 118.91

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

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