Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 124.65 124.78 0.13 0.1% 125.10
High 125.51 124.89 -0.62 -0.5% 125.56
Low 124.05 124.01 -0.04 0.0% 124.05
Close 125.28 124.65 -0.63 -0.5% 125.28
Range 1.46 0.88 -0.58 -39.7% 1.51
ATR 1.12 1.13 0.01 1.0% 0.00
Volume 212,352 428,404 216,052 101.7% 507,895
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 127.16 126.78 125.13
R3 126.28 125.90 124.89
R2 125.40 125.40 124.81
R1 125.02 125.02 124.73 124.77
PP 124.52 124.52 124.52 124.39
S1 124.14 124.14 124.57 123.89
S2 123.64 123.64 124.49
S3 122.76 123.26 124.41
S4 121.88 122.38 124.17
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 129.49 128.90 126.11
R3 127.98 127.39 125.70
R2 126.47 126.47 125.56
R1 125.88 125.88 125.42 126.18
PP 124.96 124.96 124.96 125.11
S1 124.37 124.37 125.14 124.67
S2 123.45 123.45 125.00
S3 121.94 122.86 124.86
S4 120.43 121.35 124.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.56 124.01 1.55 1.2% 0.84 0.7% 41% False True 213,669
10 125.56 122.47 3.09 2.5% 1.01 0.8% 71% False False 314,831
20 125.56 121.33 4.23 3.4% 1.14 0.9% 78% False False 418,541
40 125.56 116.46 9.10 7.3% 0.95 0.8% 90% False False 218,766
60 125.56 114.18 11.38 9.1% 0.91 0.7% 92% False False 146,141
80 125.56 113.48 12.08 9.7% 0.87 0.7% 92% False False 109,720
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.63
2.618 127.19
1.618 126.31
1.000 125.77
0.618 125.43
HIGH 124.89
0.618 124.55
0.500 124.45
0.382 124.35
LOW 124.01
0.618 123.47
1.000 123.13
1.618 122.59
2.618 121.71
4.250 120.27
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 124.58 124.79
PP 124.52 124.74
S1 124.45 124.70

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

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