Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 125.43 125.36 -0.07 -0.1% 125.23
High 126.01 125.95 -0.06 0.0% 126.05
Low 125.37 125.22 -0.15 -0.1% 124.37
Close 125.69 125.82 0.13 0.1% 125.49
Range 0.64 0.73 0.09 14.1% 1.68
ATR 1.01 0.99 -0.02 -2.0% 0.00
Volume 622,209 574,762 -47,447 -7.6% 3,080,307
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 127.85 127.57 126.22
R3 127.12 126.84 126.02
R2 126.39 126.39 125.95
R1 126.11 126.11 125.89 126.25
PP 125.66 125.66 125.66 125.74
S1 125.38 125.38 125.75 125.52
S2 124.93 124.93 125.69
S3 124.20 124.65 125.62
S4 123.47 123.92 125.42
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
5 126.01 124.37 1.64 1.3% 0.82 0.7% 88% False False 644,145
10 126.05 122.63 3.42 2.7% 0.88 0.7% 93% False False 713,115
20 126.05 121.55 4.50 3.6% 0.88 0.7% 95% False False 678,822
40 126.53 121.55 4.98 4.0% 0.99 0.8% 86% False False 630,360
60 126.53 120.95 5.58 4.4% 1.03 0.8% 87% False False 548,357
80 126.53 116.00 10.53 8.4% 0.97 0.8% 93% False False 412,917
100 126.53 114.18 12.35 9.8% 0.94 0.7% 94% False False 330,480
120 126.53 113.48 13.05 10.4% 0.89 0.7% 95% False False 275,478
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.05
2.618 127.86
1.618 127.13
1.000 126.68
0.618 126.40
HIGH 125.95
0.618 125.67
0.500 125.59
0.382 125.50
LOW 125.22
0.618 124.77
1.000 124.49
1.618 124.04
2.618 123.31
4.250 122.12
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 125.74 125.68
PP 125.66 125.54
S1 125.59 125.41

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

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