Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 15-Jun-2009

Day Change Summary
	Previous	Current
	12-Jun-2009	15-Jun-2009	Change	Change %	Previous Week
Open	117.09	117.52	0.43	0.4%	116.90
High	117.40	118.17	0.77	0.7%	117.40
Low	117.09	117.52	0.43	0.4%	116.44
Close	117.22	118.17	0.95	0.8%	117.22
Range	0.31	0.65	0.34	109.7%	0.96
ATR	0.50	0.53	0.03	6.5%	0.00
Volume	156	91	-65	-41.7%	377

Daily Pivots for day following 15-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	119.90	119.69	118.53
R3	119.25	119.04	118.35
R2	118.60	118.60	118.29
R1	118.39	118.39	118.23	118.50
PP	117.95	117.95	117.95	118.01
S1	117.74	117.74	118.11	117.85
S2	117.30	117.30	118.05
S3	116.65	117.09	117.99
S4	116.00	116.44	117.81

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	119.90	119.52	117.75
R3	118.94	118.56	117.48
R2	117.98	117.98	117.40
R1	117.60	117.60	117.31	117.79
PP	117.02	117.02	117.02	117.12
S1	116.64	116.64	117.13	116.83
S2	116.06	116.06	117.04
S3	115.10	115.68	116.96
S4	114.14	114.72	116.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118.17	116.44	1.73	1.5%	0.40	0.3%	100%	True	False	93
10	118.17	116.37	1.80	1.5%	0.31	0.3%	100%	True	False	164
20	119.43	116.37	3.06	2.6%	0.15	0.1%	59%	False	False	130
40	122.19	116.37	5.82	4.9%	0.08	0.1%	31%	False	False	135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120.93
2.618	119.87
1.618	119.22
1.000	118.82
0.618	118.57
HIGH	118.17
0.618	117.92
0.500	117.85
0.382	117.77
LOW	117.52
0.618	117.12
1.000	116.87
1.618	116.47
2.618	115.82
4.250	114.76

Fisher Pivots for day following 15-Jun-2009
Pivot	1 day	3 day
R1	118.06	117.88
PP	117.95	117.59
S1	117.85	117.31

Download as Excel Spreadsheet

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

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