Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 125.07 125.43 0.36 0.3% 125.23
High 125.63 126.01 0.38 0.3% 126.05
Low 124.80 125.37 0.57 0.5% 124.37
Close 125.41 125.69 0.28 0.2% 125.49
Range 0.83 0.64 -0.19 -22.9% 1.68
ATR 1.04 1.01 -0.03 -2.8% 0.00
Volume 516,702 622,209 105,507 20.4% 3,080,307
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 127.61 127.29 126.04
R3 126.97 126.65 125.87
R2 126.33 126.33 125.81
R1 126.01 126.01 125.75 126.17
PP 125.69 125.69 125.69 125.77
S1 125.37 125.37 125.63 125.53
S2 125.05 125.05 125.57
S3 124.41 124.73 125.51
S4 123.77 124.09 125.34
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 130.34 129.60 126.41
R3 128.66 127.92 125.95
R2 126.98 126.98 125.80
R1 126.24 126.24 125.64 126.61
PP 125.30 125.30 125.30 125.49
S1 124.56 124.56 125.34 124.93
S2 123.62 123.62 125.18
S3 121.94 122.88 125.03
S4 120.26 121.20 124.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.05 124.37 1.68 1.3% 0.83 0.7% 79% False False 694,581
10 126.05 121.70 4.35 3.5% 0.91 0.7% 92% False False 736,542
20 126.05 121.55 4.50 3.6% 0.91 0.7% 92% False False 680,775
40 126.53 121.55 4.98 4.0% 0.98 0.8% 83% False False 619,292
60 126.53 120.13 6.40 5.1% 1.04 0.8% 87% False False 539,274
80 126.53 116.00 10.53 8.4% 0.97 0.8% 92% False False 405,737
100 126.53 114.18 12.35 9.8% 0.94 0.7% 93% False False 324,736
120 126.53 113.48 13.05 10.4% 0.88 0.7% 94% False False 270,688
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.10
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128.73
2.618 127.69
1.618 127.05
1.000 126.65
0.618 126.41
HIGH 126.01
0.618 125.77
0.500 125.69
0.382 125.61
LOW 125.37
0.618 124.97
1.000 124.73
1.618 124.33
2.618 123.69
4.250 122.65
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 125.69 125.60
PP 125.69 125.50
S1 125.69 125.41

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

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