Euro Bund Future March 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 125.22 124.47 -0.75 -0.6% 125.07
High 125.40 125.92 0.52 0.4% 126.01
Low 124.92 124.29 -0.63 -0.5% 124.36
Close 125.35 125.42 0.07 0.1% 124.70
Range 0.48 1.63 1.15 239.6% 1.65
ATR 0.98 1.03 0.05 4.7% 0.00
Volume 846,319 595,924 -250,395 -29.6% 3,212,027
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 130.10 129.39 126.32
R3 128.47 127.76 125.87
R2 126.84 126.84 125.72
R1 126.13 126.13 125.57 126.49
PP 125.21 125.21 125.21 125.39
S1 124.50 124.50 125.27 124.86
S2 123.58 123.58 125.12
S3 121.95 122.87 124.97
S4 120.32 121.24 124.52
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
5 125.92 124.29 1.63 1.3% 0.97 0.8% 69% True True 728,919
10 126.01 124.29 1.72 1.4% 0.90 0.7% 66% False True 686,532
20 126.05 121.55 4.50 3.6% 0.90 0.7% 86% False False 705,368
40 126.53 121.55 4.98 4.0% 0.97 0.8% 78% False False 683,889
60 126.53 121.33 5.20 4.1% 1.04 0.8% 79% False False 601,671
80 126.53 116.46 10.07 8.0% 0.98 0.8% 89% False False 458,400
100 126.53 114.18 12.35 9.8% 0.95 0.8% 91% False False 366,911
120 126.53 113.48 13.05 10.4% 0.91 0.7% 91% False False 305,830
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 132.85
2.618 130.19
1.618 128.56
1.000 127.55
0.618 126.93
HIGH 125.92
0.618 125.30
0.500 125.11
0.382 124.91
LOW 124.29
0.618 123.28
1.000 122.66
1.618 121.65
2.618 120.02
4.250 117.36
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 125.32 125.32
PP 125.21 125.21
S1 125.11 125.11

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

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