Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 17-Sep-2009

Day Change Summary
	Previous	Current
	16-Sep-2009	17-Sep-2009	Change	Change %	Previous Week
Open	121.04	120.64	-0.40	-0.3%	121.24
High	121.32	120.72	-0.60	-0.5%	121.74
Low	120.54	120.25	-0.29	-0.2%	120.17
Close	120.76	120.46	-0.30	-0.2%	121.61
Range	0.78	0.47	-0.31	-39.7%	1.57
ATR	0.64	0.63	-0.01	-1.4%	0.00
Volume	902,225	792,874	-109,351	-12.1%	2,174,544

Daily Pivots for day following 17-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	121.89	121.64	120.72
R3	121.42	121.17	120.59
R2	120.95	120.95	120.55
R1	120.70	120.70	120.50	120.59
PP	120.48	120.48	120.48	120.42
S1	120.23	120.23	120.42	120.12
S2	120.01	120.01	120.37
S3	119.54	119.76	120.33
S4	119.07	119.29	120.20

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	120.25	1.49	1.2%	0.58	0.5%	14%	False	True	756,034
10	121.74	120.17	1.57	1.3%	0.63	0.5%	18%	False	False	651,407
20	121.74	120.17	1.57	1.3%	0.60	0.5%	18%	False	False	354,284
40	121.74	118.61	3.13	2.6%	0.60	0.5%	59%	False	False	178,238
60	121.74	118.61	3.13	2.6%	0.55	0.5%	59%	False	False	118,868
80	121.74	116.37	5.37	4.5%	0.48	0.4%	76%	False	False	89,181
100	122.08	116.37	5.71	4.7%	0.39	0.3%	72%	False	False	71,373
120	123.48	116.37	7.11	5.9%	0.32	0.3%	58%	False	False	59,575

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122.72
2.618	121.95
1.618	121.48
1.000	121.19
0.618	121.01
HIGH	120.72
0.618	120.54
0.500	120.49
0.382	120.43
LOW	120.25
0.618	119.96
1.000	119.78
1.618	119.49
2.618	119.02
4.250	118.25

Fisher Pivots for day following 17-Sep-2009
Pivot	1 day	3 day
R1	120.49	120.82
PP	120.48	120.70
S1	120.47	120.58

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols