Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 121.10 121.59 0.49 0.4% 121.24
High 121.74 121.62 -0.12 -0.1% 121.74
Low 121.02 121.31 0.29 0.2% 120.17
Close 121.61 121.38 -0.23 -0.2% 121.61
Range 0.72 0.31 -0.41 -56.9% 1.57
ATR 0.65 0.63 -0.02 -3.7% 0.00
Volume 762,059 501,465 -260,594 -34.2% 2,174,544
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 122.37 122.18 121.55
R3 122.06 121.87 121.47
R2 121.75 121.75 121.44
R1 121.56 121.56 121.41 121.50
PP 121.44 121.44 121.44 121.41
S1 121.25 121.25 121.35 121.19
S2 121.13 121.13 121.32
S3 120.82 120.94 121.29
S4 120.51 120.63 121.21
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 125.88 125.32 122.47
R3 124.31 123.75 122.04
R2 122.74 122.74 121.90
R1 122.18 122.18 121.75 122.46
PP 121.17 121.17 121.17 121.32
S1 120.61 120.61 121.47 120.89
S2 119.60 119.60 121.32
S3 118.03 119.04 121.18
S4 116.46 117.47 120.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.74 120.17 1.57 1.3% 0.68 0.6% 77% False False 535,201
10 121.74 120.17 1.57 1.3% 0.61 0.5% 77% False False 445,705
20 121.74 120.17 1.57 1.3% 0.57 0.5% 77% False False 228,941
40 121.74 118.61 3.13 2.6% 0.61 0.5% 88% False False 115,362
60 121.74 118.48 3.26 2.7% 0.53 0.4% 89% False False 76,925
80 121.74 116.37 5.37 4.4% 0.46 0.4% 93% False False 57,728
100 122.08 116.37 5.71 4.7% 0.37 0.3% 88% False False 46,210
120 123.48 116.37 7.11 5.9% 0.31 0.3% 70% False False 38,608
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 122.94
2.618 122.43
1.618 122.12
1.000 121.93
0.618 121.81
HIGH 121.62
0.618 121.50
0.500 121.47
0.382 121.43
LOW 121.31
0.618 121.12
1.000 121.00
1.618 120.81
2.618 120.50
4.250 119.99
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 121.47 121.24
PP 121.44 121.10
S1 121.41 120.96

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

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