Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 122.89 122.45 -0.44 -0.4% 125.61
High 123.39 123.25 -0.14 -0.1% 125.66
Low 122.54 122.24 -0.30 -0.2% 122.92
Close 123.06 122.89 -0.17 -0.1% 123.29
Range 0.85 1.01 0.16 18.8% 2.74
ATR 1.11 1.11 -0.01 -0.7% 0.00
Volume 670,090 737,366 67,276 10.0% 3,458,084
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 125.82 125.37 123.45
R3 124.81 124.36 123.17
R2 123.80 123.80 123.08
R1 123.35 123.35 122.98 123.58
PP 122.79 122.79 122.79 122.91
S1 122.34 122.34 122.80 122.57
S2 121.78 121.78 122.70
S3 120.77 121.33 122.61
S4 119.76 120.32 122.33
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 132.18 130.47 124.80
R3 129.44 127.73 124.04
R2 126.70 126.70 123.79
R1 124.99 124.99 123.54 124.48
PP 123.96 123.96 123.96 123.70
S1 122.25 122.25 123.04 121.74
S2 121.22 121.22 122.79
S3 118.48 119.51 122.54
S4 115.74 116.77 121.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.54 121.97 2.57 2.1% 1.20 1.0% 36% False False 697,250
10 126.14 121.97 4.17 3.4% 1.10 0.9% 22% False False 683,613
20 126.53 121.97 4.56 3.7% 1.11 0.9% 20% False False 637,494
40 126.53 121.33 5.20 4.2% 1.12 0.9% 30% False False 516,716
60 126.53 116.00 10.53 8.6% 1.00 0.8% 65% False False 347,691
80 126.53 114.18 12.35 10.0% 0.96 0.8% 71% False False 260,974
100 126.53 113.48 13.05 10.6% 0.90 0.7% 72% False False 208,879
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.54
2.618 125.89
1.618 124.88
1.000 124.26
0.618 123.87
HIGH 123.25
0.618 122.86
0.500 122.75
0.382 122.63
LOW 122.24
0.618 121.62
1.000 121.23
1.618 120.61
2.618 119.60
4.250 117.95
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 122.84 122.82
PP 122.79 122.75
S1 122.75 122.68

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

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