Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 118.08 117.49 -0.59 -0.5% 117.84
High 118.08 117.49 -0.59 -0.5% 117.84
Low 118.08 117.49 -0.59 -0.5% 117.26
Close 118.08 117.49 -0.59 -0.5% 117.73
Range
ATR 0.42 0.43 0.01 3.0% 0.00
Volume 159 240 81 50.9% 508
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 117.49 117.49 117.49
R3 117.49 117.49 117.49
R2 117.49 117.49 117.49
R1 117.49 117.49 117.49 117.49
PP 117.49 117.49 117.49 117.49
S1 117.49 117.49 117.49 117.49
S2 117.49 117.49 117.49
S3 117.49 117.49 117.49
S4 117.49 117.49 117.49
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
5 118.08 117.19 0.89 0.8% 0.00 0.0% 34% False False 191
10 118.46 117.19 1.27 1.1% 0.00 0.0% 24% False False 143
20 120.90 117.19 3.71 3.2% 0.00 0.0% 8% False False 120
40 122.19 117.19 5.00 4.3% 0.00 0.0% 6% False False 306
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 True
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 117.49
2.618 117.49
1.618 117.49
1.000 117.49
0.618 117.49
HIGH 117.49
0.618 117.49
0.500 117.49
0.382 117.49
LOW 117.49
0.618 117.49
1.000 117.49
1.618 117.49
2.618 117.49
4.250 117.49
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 117.49 117.67
PP 117.49 117.61
S1 117.49 117.55

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

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