Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 125.36 125.47 0.11 0.1% 125.23
High 125.95 125.47 -0.48 -0.4% 126.05
Low 125.22 124.36 -0.86 -0.7% 124.37
Close 125.82 124.45 -1.37 -1.1% 125.49
Range 0.73 1.11 0.38 52.1% 1.68
ATR 0.99 1.03 0.03 3.4% 0.00
Volume 574,762 785,334 210,572 36.6% 3,080,307
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 128.09 127.38 125.06
R3 126.98 126.27 124.76
R2 125.87 125.87 124.65
R1 125.16 125.16 124.55 124.96
PP 124.76 124.76 124.76 124.66
S1 124.05 124.05 124.35 123.85
S2 123.65 123.65 124.25
S3 122.54 122.94 124.14
S4 121.43 121.83 123.84
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
5 126.01 124.36 1.65 1.3% 0.83 0.7% 5% False True 639,494
10 126.05 123.72 2.33 1.9% 0.85 0.7% 31% False False 702,462
20 126.05 121.55 4.50 3.6% 0.90 0.7% 64% False False 684,584
40 126.53 121.55 4.98 4.0% 1.00 0.8% 58% False False 646,690
60 126.53 121.33 5.20 4.2% 1.03 0.8% 60% False False 560,735
80 126.53 116.00 10.53 8.5% 0.98 0.8% 80% False False 422,709
100 126.53 114.18 12.35 9.9% 0.94 0.8% 83% False False 338,323
120 126.53 113.48 13.05 10.5% 0.89 0.7% 84% False False 282,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 130.19
2.618 128.38
1.618 127.27
1.000 126.58
0.618 126.16
HIGH 125.47
0.618 125.05
0.500 124.92
0.382 124.78
LOW 124.36
0.618 123.67
1.000 123.25
1.618 122.56
2.618 121.45
4.250 119.64
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 124.92 125.19
PP 124.76 124.94
S1 124.61 124.70

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

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