Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 120.40 120.81 0.41 0.3% 119.66
High 120.63 121.12 0.49 0.4% 120.28
Low 120.35 120.61 0.26 0.2% 119.50
Close 120.43 120.82 0.39 0.3% 120.25
Range 0.28 0.51 0.23 82.1% 0.78
ATR 0.44 0.46 0.02 4.1% 0.00
Volume 74 52 -22 -29.7% 96
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 122.38 122.11 121.10
R3 121.87 121.60 120.96
R2 121.36 121.36 120.91
R1 121.09 121.09 120.87 121.23
PP 120.85 120.85 120.85 120.92
S1 120.58 120.58 120.77 120.72
S2 120.34 120.34 120.73
S3 119.83 120.07 120.68
S4 119.32 119.56 120.54
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
5 121.12 119.81 1.31 1.1% 0.31 0.3% 77% True False 45
10 121.12 118.70 2.42 2.0% 0.33 0.3% 88% True False 61
20 121.12 116.44 4.68 3.9% 0.39 0.3% 94% True False 72
40 121.12 116.37 4.75 3.9% 0.23 0.2% 94% True False 101
60 122.19 116.37 5.82 4.8% 0.15 0.1% 76% False False 165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 123.29
2.618 122.46
1.618 121.95
1.000 121.63
0.618 121.44
HIGH 121.12
0.618 120.93
0.500 120.87
0.382 120.80
LOW 120.61
0.618 120.29
1.000 120.10
1.618 119.78
2.618 119.27
4.250 118.44
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 120.87 120.79
PP 120.85 120.76
S1 120.84 120.74

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

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