Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 117.40 117.19 -0.21 -0.2% 117.84
High 117.40 117.19 -0.21 -0.2% 117.84
Low 117.40 117.19 -0.21 -0.2% 117.26
Close 117.73 117.19 -0.54 -0.5% 117.73
Range
ATR 0.40 0.41 0.01 2.6% 0.00
Volume 82 82 0 0.0% 508
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 117.19 117.19 117.19
R3 117.19 117.19 117.19
R2 117.19 117.19 117.19
R1 117.19 117.19 117.19 117.19
PP 117.19 117.19 117.19 117.19
S1 117.19 117.19 117.19 117.19
S2 117.19 117.19 117.19
S3 117.19 117.19 117.19
S4 117.19 117.19 117.19
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 119.35 119.12 118.05
R3 118.77 118.54 117.89
R2 118.19 118.19 117.84
R1 117.96 117.96 117.78 117.79
PP 117.61 117.61 117.61 117.52
S1 117.38 117.38 117.68 117.21
S2 117.03 117.03 117.62
S3 116.45 116.80 117.57
S4 115.87 116.22 117.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.84 117.19 0.65 0.6% 0.00 0.0% 0% False True 108
10 119.43 117.19 2.24 1.9% 0.00 0.0% 0% False True 95
20 121.35 117.19 4.16 3.5% 0.00 0.0% 0% False True 98
40 122.19 117.19 5.00 4.3% 0.00 0.0% 0% False True 343
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
4.250 117.19
2.618 117.19
1.618 117.19
1.000 117.19
0.618 117.19
HIGH 117.19
0.618 117.19
0.500 117.19
0.382 117.19
LOW 117.19
0.618 117.19
1.000 117.19
1.618 117.19
2.618 117.19
4.250 117.19
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 117.19 117.30
PP 117.19 117.26
S1 117.19 117.23

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

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