Euro Bund Future December 2009

Trading Metrics calculated at close of trading on 29-Sep-2009

Day Change Summary
	Previous	Current
	28-Sep-2009	29-Sep-2009	Change	Change %	Previous Week
Open	121.80	121.58	-0.22	-0.2%	120.18
High	121.91	121.84	-0.07	-0.1%	121.70
Low	121.40	121.25	-0.15	-0.1%	119.85
Close	121.56	121.74	0.18	0.1%	121.48
Range	0.51	0.59	0.08	15.7%	1.85
ATR	0.65	0.64	0.00	-0.6%	0.00
Volume	551,897	813,287	261,390	47.4%	3,610,130

Daily Pivots for day following 29-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	123.38	123.15	122.06
R3	122.79	122.56	121.90
R2	122.20	122.20	121.85
R1	121.97	121.97	121.79	122.09
PP	121.61	121.61	121.61	121.67
S1	121.38	121.38	121.69	121.50
S2	121.02	121.02	121.63
S3	120.43	120.79	121.58
S4	119.84	120.20	121.42

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	121.91	119.97	1.94	1.6%	0.65	0.5%	91%	False	False	721,134
10	121.91	119.85	2.06	1.7%	0.64	0.5%	92%	False	False	725,989
20	121.91	119.85	2.06	1.7%	0.62	0.5%	92%	False	False	625,517
40	121.91	118.61	3.30	2.7%	0.61	0.5%	95%	False	False	317,015
60	121.91	118.61	3.30	2.7%	0.59	0.5%	95%	False	False	211,607
80	121.91	116.44	5.47	4.5%	0.54	0.4%	97%	False	False	158,724
100	121.91	116.37	5.54	4.6%	0.44	0.4%	97%	False	False	127,007
120	122.19	116.37	5.82	4.8%	0.37	0.3%	92%	False	False	105,903

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	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124.35
2.618	123.38
1.618	122.79
1.000	122.43
0.618	122.20
HIGH	121.84
0.618	121.61
0.500	121.55
0.382	121.48
LOW	121.25
0.618	120.89
1.000	120.66
1.618	120.30
2.618	119.71
4.250	118.74

Fisher Pivots for day following 29-Sep-2009
Pivot	1 day	3 day
R1	121.68	121.64
PP	121.61	121.53
S1	121.55	121.43

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