Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 120.28 120.44 0.16 0.1% 119.66
High 120.28 120.65 0.37 0.3% 120.28
Low 120.16 120.44 0.28 0.2% 119.50
Close 120.25 120.64 0.39 0.3% 120.25
Range 0.12 0.21 0.09 75.0% 0.78
ATR 0.45 0.45 0.00 -0.9% 0.00
Volume 2 91 89 4,450.0% 96
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 121.21 121.13 120.76
R3 121.00 120.92 120.70
R2 120.79 120.79 120.68
R1 120.71 120.71 120.66 120.75
PP 120.58 120.58 120.58 120.60
S1 120.50 120.50 120.62 120.54
S2 120.37 120.37 120.60
S3 120.16 120.29 120.58
S4 119.95 120.08 120.52
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 122.35 122.08 120.68
R3 121.57 121.30 120.46
R2 120.79 120.79 120.39
R1 120.52 120.52 120.32 120.66
PP 120.01 120.01 120.01 120.08
S1 119.74 119.74 120.18 119.88
S2 119.23 119.23 120.11
S3 118.45 118.96 120.04
S4 117.67 118.18 119.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.65 119.50 1.15 1.0% 0.23 0.2% 99% True False 35
10 120.65 118.70 1.95 1.6% 0.29 0.2% 99% True False 56
20 120.65 116.44 4.21 3.5% 0.37 0.3% 100% True False 77
40 120.65 116.37 4.28 3.5% 0.21 0.2% 100% True False 107
60 122.19 116.37 5.82 4.8% 0.14 0.1% 73% False False 200
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 0.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.54
2.618 121.20
1.618 120.99
1.000 120.86
0.618 120.78
HIGH 120.65
0.618 120.57
0.500 120.55
0.382 120.52
LOW 120.44
0.618 120.31
1.000 120.23
1.618 120.10
2.618 119.89
4.250 119.55
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 120.61 120.50
PP 120.58 120.37
S1 120.55 120.23

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

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