Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 124.67 125.03 0.36 0.3% 125.07
High 125.57 125.58 0.01 0.0% 126.01
Low 124.52 124.99 0.47 0.4% 124.36
Close 124.70 125.36 0.66 0.5% 124.70
Range 1.05 0.59 -0.46 -43.8% 1.65
ATR 1.03 1.02 -0.01 -1.1% 0.00
Volume 713,020 704,001 -9,019 -1.3% 3,212,027
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 127.08 126.81 125.68
R3 126.49 126.22 125.52
R2 125.90 125.90 125.47
R1 125.63 125.63 125.41 125.77
PP 125.31 125.31 125.31 125.38
S1 125.04 125.04 125.31 125.18
S2 124.72 124.72 125.25
S3 124.13 124.45 125.20
S4 123.54 123.86 125.04
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 129.97 128.99 125.61
R3 128.32 127.34 125.15
R2 126.67 126.67 125.00
R1 125.69 125.69 124.85 125.36
PP 125.02 125.02 125.02 124.86
S1 124.04 124.04 124.55 123.71
S2 123.37 123.37 124.40
S3 121.72 122.39 124.25
S4 120.07 120.74 123.79
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% 0.82 0.7% 61% False False 679,865
10 126.05 124.36 1.69 1.3% 0.84 0.7% 59% False False 699,633
20 126.05 121.55 4.50 3.6% 0.89 0.7% 85% False False 684,594
40 126.53 121.55 4.98 4.0% 0.98 0.8% 77% False False 672,722
60 126.53 121.33 5.20 4.1% 1.05 0.8% 78% False False 583,043
80 126.53 116.00 10.53 8.4% 0.97 0.8% 89% False False 440,399
100 126.53 114.18 12.35 9.9% 0.94 0.8% 91% False False 352,492
120 126.53 113.48 13.05 10.4% 0.91 0.7% 91% False False 293,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128.09
2.618 127.12
1.618 126.53
1.000 126.17
0.618 125.94
HIGH 125.58
0.618 125.35
0.500 125.29
0.382 125.22
LOW 124.99
0.618 124.63
1.000 124.40
1.618 124.04
2.618 123.45
4.250 122.48
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 125.34 125.23
PP 125.31 125.10
S1 125.29 124.97

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

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