Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 118.98 119.29 0.31 0.3% 120.71
High 119.35 119.50 0.15 0.1% 120.71
Low 118.86 118.95 0.09 0.1% 118.61
Close 119.09 119.24 0.15 0.1% 118.86
Range 0.49 0.55 0.06 12.2% 2.10
ATR 0.63 0.62 -0.01 -0.9% 0.00
Volume 635 454 -181 -28.5% 11,093
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 120.88 120.61 119.54
R3 120.33 120.06 119.39
R2 119.78 119.78 119.34
R1 119.51 119.51 119.29 119.37
PP 119.23 119.23 119.23 119.16
S1 118.96 118.96 119.19 118.82
S2 118.68 118.68 119.14
S3 118.13 118.41 119.09
S4 117.58 117.86 118.94
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 125.69 124.38 120.02
R3 123.59 122.28 119.44
R2 121.49 121.49 119.25
R1 120.18 120.18 119.05 119.79
PP 119.39 119.39 119.39 119.20
S1 118.08 118.08 118.67 117.69
S2 117.29 117.29 118.48
S3 115.19 115.98 118.28
S4 113.09 113.88 117.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.52 118.61 1.91 1.6% 0.72 0.6% 33% False False 863
10 120.84 118.61 2.23 1.9% 0.70 0.6% 28% False False 1,765
20 120.84 118.61 2.23 1.9% 0.64 0.5% 28% False False 1,414
40 121.12 117.54 3.58 3.0% 0.51 0.4% 47% False False 738
60 121.12 116.37 4.75 4.0% 0.40 0.3% 60% False False 532
80 122.08 116.37 5.71 4.8% 0.30 0.3% 50% False False 435
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 0.06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121.84
2.618 120.94
1.618 120.39
1.000 120.05
0.618 119.84
HIGH 119.50
0.618 119.29
0.500 119.23
0.382 119.16
LOW 118.95
0.618 118.61
1.000 118.40
1.618 118.06
2.618 117.51
4.250 116.61
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 119.24 119.19
PP 119.23 119.15
S1 119.23 119.10

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

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