Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 120.77 120.99 0.22 0.2% 120.44
High 121.05 121.03 -0.02 0.0% 121.12
Low 120.50 120.87 0.37 0.3% 120.35
Close 120.97 120.94 -0.03 0.0% 120.97
Range 0.55 0.16 -0.39 -70.9% 0.77
ATR 0.46 0.44 -0.02 -4.6% 0.00
Volume 51 5 -46 -90.2% 289
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 121.43 121.34 121.03
R3 121.27 121.18 120.98
R2 121.11 121.11 120.97
R1 121.02 121.02 120.95 120.99
PP 120.95 120.95 120.95 120.93
S1 120.86 120.86 120.93 120.83
S2 120.79 120.79 120.91
S3 120.63 120.70 120.90
S4 120.47 120.54 120.85
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% 0.37 0.3% 77% False False 40
10 121.12 119.50 1.62 1.3% 0.30 0.3% 89% False False 38
20 121.12 117.54 3.58 3.0% 0.36 0.3% 95% False False 64
40 121.12 116.37 4.75 3.9% 0.26 0.2% 96% False False 97
60 122.19 116.37 5.82 4.8% 0.17 0.1% 79% False False 111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121.71
2.618 121.45
1.618 121.29
1.000 121.19
0.618 121.13
HIGH 121.03
0.618 120.97
0.500 120.95
0.382 120.93
LOW 120.87
0.618 120.77
1.000 120.71
1.618 120.61
2.618 120.45
4.250 120.19
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 120.95 120.89
PP 120.95 120.83
S1 120.94 120.78

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

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