Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 117.44 116.90 -0.54 -0.5% 117.19
High 117.44 116.90 -0.54 -0.5% 118.08
Low 116.37 116.90 0.53 0.5% 116.37
Close 116.37 116.96 0.59 0.5% 116.37
Range 1.07 0.00 -1.07 -100.0% 1.71
ATR 0.48 0.48 0.00 0.8% 0.00
Volume 384 2 -382 -99.5% 1,259
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 116.92 116.94 116.96
R3 116.92 116.94 116.96
R2 116.92 116.92 116.96
R1 116.94 116.94 116.96 116.93
PP 116.92 116.92 116.92 116.92
S1 116.94 116.94 116.96 116.93
S2 116.92 116.92 116.96
S3 116.92 116.94 116.96
S4 116.92 116.94 116.96
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% 35% False False 235
10 118.08 116.37 1.71 1.5% 0.11 0.1% 35% False False 172
20 120.00 116.37 3.63 3.1% 0.05 0.0% 16% False False 138
40 122.19 116.37 5.82 5.0% 0.03 0.0% 10% False False 261
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.90
2.618 116.90
1.618 116.90
1.000 116.90
0.618 116.90
HIGH 116.90
0.618 116.90
0.500 116.90
0.382 116.90
LOW 116.90
0.618 116.90
1.000 116.90
1.618 116.90
2.618 116.90
4.250 116.90
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 116.94 116.95
PP 116.92 116.94
S1 116.90 116.93

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

View Archives - Comment on this page... - Back to Index of Symbols