Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 125.19 125.09 -0.10 -0.1% 124.78
High 125.47 126.04 0.57 0.5% 124.93
Low 125.03 124.69 -0.34 -0.3% 122.54
Close 125.12 125.83 0.71 0.6% 124.72
Range 0.44 1.35 0.91 206.8% 2.39
ATR 1.11 1.13 0.02 1.6% 0.00
Volume 662,854 760,498 97,644 14.7% 3,095,804
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 129.57 129.05 126.57
R3 128.22 127.70 126.20
R2 126.87 126.87 126.08
R1 126.35 126.35 125.95 126.61
PP 125.52 125.52 125.52 125.65
S1 125.00 125.00 125.71 125.26
S2 124.17 124.17 125.58
S3 122.82 123.65 125.46
S4 121.47 122.30 125.09
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 131.23 130.37 126.03
R3 128.84 127.98 125.38
R2 126.45 126.45 125.16
R1 125.59 125.59 124.94 124.83
PP 124.06 124.06 124.06 123.68
S1 123.20 123.20 124.50 122.44
S2 121.67 121.67 124.28
S3 119.28 120.81 124.06
S4 116.89 118.42 123.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.04 122.54 3.50 2.8% 1.08 0.9% 94% True False 639,294
10 126.04 122.54 3.50 2.8% 1.11 0.9% 94% True False 533,452
20 126.04 121.33 4.71 3.7% 1.11 0.9% 96% True False 460,400
40 126.04 118.00 8.04 6.4% 1.05 0.8% 97% True False 331,478
60 126.04 114.18 11.86 9.4% 0.96 0.8% 98% True False 221,550
80 126.04 113.48 12.56 10.0% 0.91 0.7% 98% True False 166,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131.78
2.618 129.57
1.618 128.22
1.000 127.39
0.618 126.87
HIGH 126.04
0.618 125.52
0.500 125.37
0.382 125.21
LOW 124.69
0.618 123.86
1.000 123.34
1.618 122.51
2.618 121.16
4.250 118.95
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 125.68 125.63
PP 125.52 125.43
S1 125.37 125.23

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

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