Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 121.49 121.38 -0.11 -0.1% 121.52
High 121.51 121.63 0.12 0.1% 121.70
Low 121.11 121.02 -0.09 -0.1% 120.91
Close 121.37 121.51 0.14 0.1% 121.51
Range 0.40 0.61 0.21 52.5% 0.79
ATR 0.60 0.60 0.00 0.2% 0.00
Volume 582,111 739,306 157,195 27.0% 1,781,048
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 123.22 122.97 121.85
R3 122.61 122.36 121.68
R2 122.00 122.00 121.62
R1 121.75 121.75 121.57 121.88
PP 121.39 121.39 121.39 121.45
S1 121.14 121.14 121.45 121.27
S2 120.78 120.78 121.40
S3 120.17 120.53 121.34
S4 119.56 119.92 121.17
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 123.74 123.42 121.94
R3 122.95 122.63 121.73
R2 122.16 122.16 121.65
R1 121.84 121.84 121.58 121.61
PP 121.37 121.37 121.37 121.26
S1 121.05 121.05 121.44 120.82
S2 120.58 120.58 121.37
S3 119.79 120.26 121.29
S4 119.00 119.47 121.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.70 120.91 0.79 0.7% 0.53 0.4% 76% False False 356,209
10 121.70 120.34 1.36 1.1% 0.54 0.4% 86% False False 188,593
20 121.70 118.70 3.00 2.5% 0.56 0.5% 94% False False 95,612
40 121.70 118.61 3.09 2.5% 0.58 0.5% 94% False False 48,469
60 121.70 117.52 4.18 3.4% 0.52 0.4% 95% False False 32,335
80 121.70 116.37 5.33 4.4% 0.42 0.3% 96% False False 24,283
100 122.19 116.37 5.82 4.8% 0.33 0.3% 88% False False 19,465
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124.22
2.618 123.23
1.618 122.62
1.000 122.24
0.618 122.01
HIGH 121.63
0.618 121.40
0.500 121.33
0.382 121.25
LOW 121.02
0.618 120.64
1.000 120.41
1.618 120.03
2.618 119.42
4.250 118.43
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 121.45 121.46
PP 121.39 121.41
S1 121.33 121.36

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

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