Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 119.21 118.87 -0.34 -0.3% 119.62
High 119.21 118.94 -0.27 -0.2% 120.26
Low 118.90 118.62 -0.28 -0.2% 118.90
Close 118.99 118.94 -0.05 0.0% 118.99
Range 0.31 0.32 0.01 3.2% 1.36
ATR 0.55 0.54 -0.01 -2.4% 0.00
Volume 141 1,137 996 706.4% 4,101
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 119.79 119.69 119.12
R3 119.47 119.37 119.03
R2 119.15 119.15 119.00
R1 119.05 119.05 118.97 119.10
PP 118.83 118.83 118.83 118.86
S1 118.73 118.73 118.91 118.78
S2 118.51 118.51 118.88
S3 118.19 118.41 118.85
S4 117.87 118.09 118.76
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 123.46 122.59 119.74
R3 122.10 121.23 119.36
R2 120.74 120.74 119.24
R1 119.87 119.87 119.11 119.63
PP 119.38 119.38 119.38 119.26
S1 118.51 118.51 118.87 118.27
S2 118.02 118.02 118.74
S3 116.66 117.15 118.62
S4 115.30 115.79 118.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.26 118.62 1.64 1.4% 0.54 0.5% 20% False True 1,007
10 120.63 118.62 2.01 1.7% 0.59 0.5% 16% False True 550
20 121.12 118.62 2.50 2.1% 0.44 0.4% 13% False True 294
40 121.12 116.37 4.75 4.0% 0.40 0.3% 54% False False 210
60 121.35 116.37 4.98 4.2% 0.27 0.2% 52% False False 173
80 122.19 116.37 5.82 4.9% 0.20 0.2% 44% False False 277
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.30
2.618 119.78
1.618 119.46
1.000 119.26
0.618 119.14
HIGH 118.94
0.618 118.82
0.500 118.78
0.382 118.74
LOW 118.62
0.618 118.42
1.000 118.30
1.618 118.10
2.618 117.78
4.250 117.26
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 118.89 119.26
PP 118.83 119.15
S1 118.78 119.05

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

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