Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 120.80 120.99 0.19 0.2% 120.18
High 121.22 121.70 0.48 0.4% 121.70
Low 120.66 120.94 0.28 0.2% 119.85
Close 121.12 121.48 0.36 0.3% 121.48
Range 0.56 0.76 0.20 35.7% 1.85
ATR 0.65 0.66 0.01 1.2% 0.00
Volume 873,704 651,043 -222,661 -25.5% 3,610,130
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 123.65 123.33 121.90
R3 122.89 122.57 121.69
R2 122.13 122.13 121.62
R1 121.81 121.81 121.55 121.97
PP 121.37 121.37 121.37 121.46
S1 121.05 121.05 121.41 121.21
S2 120.61 120.61 121.34
S3 119.85 120.29 121.27
S4 119.09 119.53 121.06
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 126.56 125.87 122.50
R3 124.71 124.02 121.99
R2 122.86 122.86 121.82
R1 122.17 122.17 121.65 122.52
PP 121.01 121.01 121.01 121.18
S1 120.32 120.32 121.31 120.67
S2 119.16 119.16 121.14
S3 117.31 118.47 120.97
S4 115.46 116.62 120.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.70 119.85 1.85 1.5% 0.64 0.5% 88% True False 722,026
10 121.70 119.85 1.85 1.5% 0.63 0.5% 88% True False 721,772
20 121.74 119.85 1.89 1.6% 0.63 0.5% 86% False False 559,996
40 121.74 118.61 3.13 2.6% 0.63 0.5% 92% False False 282,943
60 121.74 118.61 3.13 2.6% 0.58 0.5% 92% False False 188,855
80 121.74 116.37 5.37 4.4% 0.54 0.4% 95% False False 141,664
100 121.74 116.37 5.37 4.4% 0.43 0.4% 95% False False 113,355
120 122.19 116.37 5.82 4.8% 0.36 0.3% 88% False False 94,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.93
2.618 123.69
1.618 122.93
1.000 122.46
0.618 122.17
HIGH 121.70
0.618 121.41
0.500 121.32
0.382 121.23
LOW 120.94
0.618 120.47
1.000 120.18
1.618 119.71
2.618 118.95
4.250 117.71
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 121.43 121.27
PP 121.37 121.05
S1 121.32 120.84

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

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