Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 119.92 119.54 -0.38 -0.3% 120.99
High 120.26 119.90 -0.36 -0.3% 121.03
Low 119.78 119.09 -0.69 -0.6% 119.50
Close 119.96 119.20 -0.76 -0.6% 119.79
Range 0.48 0.81 0.33 68.8% 1.53
ATR 0.55 0.57 0.02 4.2% 0.00
Volume 1,402 2,339 937 66.8% 269
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 121.83 121.32 119.65
R3 121.02 120.51 119.42
R2 120.21 120.21 119.35
R1 119.70 119.70 119.27 119.55
PP 119.40 119.40 119.40 119.32
S1 118.89 118.89 119.13 118.74
S2 118.59 118.59 119.05
S3 117.78 118.08 118.98
S4 116.97 117.27 118.75
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 124.70 123.77 120.63
R3 123.17 122.24 120.21
R2 121.64 121.64 120.07
R1 120.71 120.71 119.93 120.41
PP 120.11 120.11 120.11 119.96
S1 119.18 119.18 119.65 118.88
S2 118.58 118.58 119.51
S3 117.05 117.65 119.37
S4 115.52 116.12 118.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.33 119.09 1.24 1.0% 0.74 0.6% 9% False True 795
10 121.05 119.09 1.96 1.6% 0.59 0.5% 6% False True 428
20 121.12 119.09 2.03 1.7% 0.45 0.4% 5% False True 241
40 121.12 116.37 4.75 4.0% 0.39 0.3% 60% False False 182
60 121.70 116.37 5.33 4.5% 0.26 0.2% 53% False False 154
80 123.48 116.37 7.11 6.0% 0.19 0.2% 40% False False 269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123.34
2.618 122.02
1.618 121.21
1.000 120.71
0.618 120.40
HIGH 119.90
0.618 119.59
0.500 119.50
0.382 119.40
LOW 119.09
0.618 118.59
1.000 118.28
1.618 117.78
2.618 116.97
4.250 115.65
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 119.50 119.68
PP 119.40 119.52
S1 119.30 119.36

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

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