Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 119.43 118.46 -0.97 -0.8% 119.55
High 119.43 118.46 -0.97 -0.8% 119.55
Low 119.43 118.46 -0.97 -0.8% 118.46
Close 119.43 118.46 -0.97 -0.8% 118.46
Range
ATR 0.43 0.47 0.04 8.8% 0.00
Volume 30 47 17 56.7% 436
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 118.46 118.46 118.46
R3 118.46 118.46 118.46
R2 118.46 118.46 118.46
R1 118.46 118.46 118.46 118.46
PP 118.46 118.46 118.46 118.46
S1 118.46 118.46 118.46 118.46
S2 118.46 118.46 118.46
S3 118.46 118.46 118.46
S4 118.46 118.46 118.46
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 122.09 121.37 119.06
R3 121.00 120.28 118.76
R2 119.91 119.91 118.66
R1 119.19 119.19 118.56 119.01
PP 118.82 118.82 118.82 118.73
S1 118.10 118.10 118.36 117.92
S2 117.73 117.73 118.26
S3 116.64 117.01 118.16
S4 115.55 115.92 117.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.55 118.46 1.09 0.9% 0.00 0.0% 0% False True 87
10 120.00 118.46 1.54 1.3% 0.00 0.0% 0% False True 100
20 122.08 118.46 3.62 3.1% 0.00 0.0% 0% False True 136
40 123.48 118.46 5.02 4.2% 0.00 0.0% 0% False True 368
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 118.46
2.618 118.46
1.618 118.46
1.000 118.46
0.618 118.46
HIGH 118.46
0.618 118.46
0.500 118.46
0.382 118.46
LOW 118.46
0.618 118.46
1.000 118.46
1.618 118.46
2.618 118.46
4.250 118.46
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 118.46 118.95
PP 118.46 118.78
S1 118.46 118.62

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

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