Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 117.49 117.44 -0.05 0.0% 117.19
High 117.49 117.44 -0.05 0.0% 118.08
Low 117.49 116.37 -1.12 -1.0% 116.37
Close 117.49 116.37 -1.12 -1.0% 116.37
Range 0.00 1.07 1.07 1.71
ATR 0.43 0.48 0.05 11.6% 0.00
Volume 240 384 144 60.0% 1,259
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 119.94 119.22 116.96
R3 118.87 118.15 116.66
R2 117.80 117.80 116.57
R1 117.08 117.08 116.47 116.91
PP 116.73 116.73 116.73 116.64
S1 116.01 116.01 116.27 115.84
S2 115.66 115.66 116.17
S3 114.59 114.94 116.08
S4 113.52 113.87 115.78
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.07 120.93 117.31
R3 120.36 119.22 116.84
R2 118.65 118.65 116.68
R1 117.51 117.51 116.53 117.23
PP 116.94 116.94 116.94 116.80
S1 115.80 115.80 116.21 115.52
S2 115.23 115.23 116.06
S3 113.52 114.09 115.90
S4 111.81 112.38 115.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.08 116.37 1.71 1.5% 0.21 0.2% 0% False True 251
10 118.08 116.37 1.71 1.5% 0.11 0.1% 0% False True 176
20 120.00 116.37 3.63 3.1% 0.05 0.0% 0% False True 138
40 122.19 116.37 5.82 5.0% 0.03 0.0% 0% False True 288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 121.99
2.618 120.24
1.618 119.17
1.000 118.51
0.618 118.10
HIGH 117.44
0.618 117.03
0.500 116.91
0.382 116.78
LOW 116.37
0.618 115.71
1.000 115.30
1.618 114.64
2.618 113.57
4.250 111.82
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 116.91 117.23
PP 116.73 116.94
S1 116.55 116.66

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

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