Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 120.86 120.77 -0.09 -0.1% 120.44
High 120.86 121.05 0.19 0.2% 121.12
Low 120.50 120.50 0.00 0.0% 120.35
Close 120.63 120.97 0.34 0.3% 120.97
Range 0.36 0.55 0.19 52.8% 0.77
ATR 0.45 0.46 0.01 1.6% 0.00
Volume 21 51 30 142.9% 289
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 122.49 122.28 121.27
R3 121.94 121.73 121.12
R2 121.39 121.39 121.07
R1 121.18 121.18 121.02 121.29
PP 120.84 120.84 120.84 120.89
S1 120.63 120.63 120.92 120.74
S2 120.29 120.29 120.87
S3 119.74 120.08 120.82
S4 119.19 119.53 120.67
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 123.12 122.82 121.39
R3 122.35 122.05 121.18
R2 121.58 121.58 121.11
R1 121.28 121.28 121.04 121.43
PP 120.81 120.81 120.81 120.89
S1 120.51 120.51 120.90 120.66
S2 120.04 120.04 120.83
S3 119.27 119.74 120.76
S4 118.50 118.97 120.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.12 120.35 0.77 0.6% 0.38 0.3% 81% False False 57
10 121.12 119.50 1.62 1.3% 0.31 0.3% 91% False False 38
20 121.12 117.52 3.60 3.0% 0.39 0.3% 96% False False 68
40 121.12 116.37 4.75 3.9% 0.25 0.2% 97% False False 98
60 122.19 116.37 5.82 4.8% 0.17 0.1% 79% False False 130
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 0.05
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 123.39
2.618 122.49
1.618 121.94
1.000 121.60
0.618 121.39
HIGH 121.05
0.618 120.84
0.500 120.78
0.382 120.71
LOW 120.50
0.618 120.16
1.000 119.95
1.618 119.61
2.618 119.06
4.250 118.16
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 120.91 120.92
PP 120.84 120.86
S1 120.78 120.81

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

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