Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 118.70 119.19 0.49 0.4% 118.48
High 119.34 119.66 0.32 0.3% 119.66
Low 118.70 119.19 0.49 0.4% 118.48
Close 119.30 119.64 0.34 0.3% 119.64
Range 0.64 0.47 -0.17 -26.6% 1.18
ATR 0.52 0.51 0.00 -0.6% 0.00
Volume 94 210 116 123.4% 379
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 120.91 120.74 119.90
R3 120.44 120.27 119.77
R2 119.97 119.97 119.73
R1 119.80 119.80 119.68 119.89
PP 119.50 119.50 119.50 119.54
S1 119.33 119.33 119.60 119.42
S2 119.03 119.03 119.55
S3 118.56 118.86 119.51
S4 118.09 118.39 119.38
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.80 122.40 120.29
R3 121.62 121.22 119.96
R2 120.44 120.44 119.86
R1 120.04 120.04 119.75 120.24
PP 119.26 119.26 119.26 119.36
S1 118.86 118.86 119.53 119.06
S2 118.08 118.08 119.42
S3 116.90 117.68 119.32
S4 115.72 116.50 118.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.66 118.48 1.18 1.0% 0.39 0.3% 98% True False 75
10 119.66 117.52 2.14 1.8% 0.46 0.4% 99% True False 98
20 119.66 116.37 3.29 2.7% 0.35 0.3% 99% True False 130
40 121.35 116.37 4.98 4.2% 0.18 0.1% 66% False False 115
60 123.43 116.37 7.06 5.9% 0.12 0.1% 46% False False 279
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 121.66
2.618 120.89
1.618 120.42
1.000 120.13
0.618 119.95
HIGH 119.66
0.618 119.48
0.500 119.43
0.382 119.37
LOW 119.19
0.618 118.90
1.000 118.72
1.618 118.43
2.618 117.96
4.250 117.19
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 119.57 119.49
PP 119.50 119.33
S1 119.43 119.18

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

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