Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 120.15 120.80 0.65 0.5% 121.59
High 120.81 121.22 0.41 0.3% 121.62
Low 119.97 120.66 0.69 0.6% 120.08
Close 120.48 121.12 0.64 0.5% 120.44
Range 0.84 0.56 -0.28 -33.3% 1.54
ATR 0.64 0.65 0.01 1.1% 0.00
Volume 715,742 873,704 157,962 22.1% 3,607,594
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 122.68 122.46 121.43
R3 122.12 121.90 121.27
R2 121.56 121.56 121.22
R1 121.34 121.34 121.17 121.45
PP 121.00 121.00 121.00 121.06
S1 120.78 120.78 121.07 120.89
S2 120.44 120.44 121.02
S3 119.88 120.22 120.97
S4 119.32 119.66 120.81
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 125.33 124.43 121.29
R3 123.79 122.89 120.86
R2 122.25 122.25 120.72
R1 121.35 121.35 120.58 121.03
PP 120.71 120.71 120.71 120.56
S1 119.81 119.81 120.30 119.49
S2 119.17 119.17 120.16
S3 117.63 118.27 120.02
S4 116.09 116.73 119.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.22 119.85 1.37 1.1% 0.67 0.5% 93% True False 709,713
10 121.74 119.85 1.89 1.6% 0.62 0.5% 67% False False 732,874
20 121.74 119.85 1.89 1.6% 0.62 0.5% 67% False False 528,822
40 121.74 118.61 3.13 2.6% 0.63 0.5% 80% False False 266,732
60 121.74 118.61 3.13 2.6% 0.57 0.5% 80% False False 178,004
80 121.74 116.37 5.37 4.4% 0.53 0.4% 88% False False 133,529
100 121.74 116.37 5.37 4.4% 0.42 0.3% 88% False False 106,846
120 122.19 116.37 5.82 4.8% 0.35 0.3% 82% False False 89,129
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.60
2.618 122.69
1.618 122.13
1.000 121.78
0.618 121.57
HIGH 121.22
0.618 121.01
0.500 120.94
0.382 120.87
LOW 120.66
0.618 120.31
1.000 120.10
1.618 119.75
2.618 119.19
4.250 118.28
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 121.06 120.93
PP 121.00 120.73
S1 120.94 120.54

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

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