Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
07-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 121.24 121.54 0.30 0.2% 121.52
High 121.59 121.60 0.01 0.0% 121.70
Low 120.89 121.03 0.14 0.1% 120.91
Close 121.48 121.18 -0.30 -0.2% 121.51
Range 0.70 0.57 -0.13 -18.6% 0.79
ATR 0.60 0.60 0.00 -0.4% 0.00
Volume 552,547 0 -552,547 -100.0% 1,781,048
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 122.98 122.65 121.49
R3 122.41 122.08 121.34
R2 121.84 121.84 121.28
R1 121.51 121.51 121.23 121.39
PP 121.27 121.27 121.27 121.21
S1 120.94 120.94 121.13 120.82
S2 120.70 120.70 121.08
S3 120.13 120.37 121.02
S4 119.56 119.80 120.87
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
5 121.70 120.89 0.81 0.7% 0.54 0.4% 36% False False 434,423
10 121.70 120.78 0.92 0.8% 0.56 0.5% 43% False False 241,135
20 121.70 118.74 2.96 2.4% 0.57 0.5% 82% False False 123,171
40 121.70 118.61 3.09 2.5% 0.60 0.5% 83% False False 62,282
60 121.70 117.54 4.16 3.4% 0.52 0.4% 88% False False 41,542
80 121.70 116.37 5.33 4.4% 0.43 0.4% 90% False False 31,188
100 122.19 116.37 5.82 4.8% 0.35 0.3% 83% False False 24,979
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124.02
2.618 123.09
1.618 122.52
1.000 122.17
0.618 121.95
HIGH 121.60
0.618 121.38
0.500 121.32
0.382 121.25
LOW 121.03
0.618 120.68
1.000 120.46
1.618 120.11
2.618 119.54
4.250 118.61
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 121.32 121.26
PP 121.27 121.23
S1 121.23 121.21

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

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