Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 17-Jun-2009

Day Change Summary
	Previous	Current
	16-Jun-2009	17-Jun-2009	Change	Change %	Previous Week
Open	118.22	118.32	0.10	0.1%	116.90
High	118.37	118.51	0.14	0.1%	117.40
Low	118.01	118.32	0.31	0.3%	116.44
Close	118.08	118.54	0.46	0.4%	117.22
Range	0.36	0.19	-0.17	-47.2%	0.96
ATR	0.52	0.51	-0.01	-1.2%	0.00
Volume	60	11	-49	-81.7%	377

Daily Pivots for day following 17-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	119.03	118.97	118.64
R3	118.84	118.78	118.59
R2	118.65	118.65	118.57
R1	118.59	118.59	118.56	118.62
PP	118.46	118.46	118.46	118.47
S1	118.40	118.40	118.52	118.43
S2	118.27	118.27	118.51
S3	118.08	118.21	118.49
S4	117.89	118.02	118.44

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	118.51	116.44	2.07	1.7%	0.43	0.4%	101%	True	False	64
10	118.51	116.37	2.14	1.8%	0.36	0.3%	101%	True	False	116
20	119.43	116.37	3.06	2.6%	0.18	0.2%	71%	False	False	119
40	122.08	116.37	5.71	4.8%	0.09	0.1%	38%	False	False	131

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.02
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119.32
2.618	119.01
1.618	118.82
1.000	118.70
0.618	118.63
HIGH	118.51
0.618	118.44
0.500	118.42
0.382	118.39
LOW	118.32
0.618	118.20
1.000	118.13
1.618	118.01
2.618	117.82
4.250	117.51

Fisher Pivots for day following 17-Jun-2009
Pivot	1 day	3 day
R1	118.50	118.37
PP	118.46	118.19
S1	118.42	118.02

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