Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 118.80 119.07 0.27 0.2% 117.52
High 118.89 119.09 0.20 0.2% 118.56
Low 118.75 118.83 0.08 0.1% 117.52
Close 118.93 119.03 0.10 0.1% 118.39
Range 0.14 0.26 0.12 85.7% 1.04
ATR 0.52 0.51 -0.02 -3.6% 0.00
Volume 43 26 -17 -39.5% 602
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 119.76 119.66 119.17
R3 119.50 119.40 119.10
R2 119.24 119.24 119.08
R1 119.14 119.14 119.05 119.06
PP 118.98 118.98 118.98 118.95
S1 118.88 118.88 119.01 118.80
S2 118.72 118.72 118.98
S3 118.46 118.62 118.96
S4 118.20 118.36 118.89
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 121.28 120.87 118.96
R3 120.24 119.83 118.68
R2 119.20 119.20 118.58
R1 118.79 118.79 118.49 119.00
PP 118.16 118.16 118.16 118.26
S1 117.75 117.75 118.29 117.96
S2 117.12 117.12 118.20
S3 116.08 116.71 118.10
S4 115.04 115.67 117.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.09 117.54 1.55 1.3% 0.46 0.4% 96% True False 103
10 119.09 116.44 2.65 2.2% 0.44 0.4% 98% True False 83
20 119.09 116.37 2.72 2.3% 0.30 0.2% 98% True False 119
40 122.08 116.37 5.71 4.8% 0.15 0.1% 47% False False 130
60 123.48 116.37 7.11 6.0% 0.10 0.1% 37% False False 281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.20
2.618 119.77
1.618 119.51
1.000 119.35
0.618 119.25
HIGH 119.09
0.618 118.99
0.500 118.96
0.382 118.93
LOW 118.83
0.618 118.67
1.000 118.57
1.618 118.41
2.618 118.15
4.250 117.73
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 119.01 118.95
PP 118.98 118.87
S1 118.96 118.79

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

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