Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 121.48 121.72 0.24 0.2% 122.84
High 121.59 121.72 0.13 0.1% 124.39
Low 121.00 121.32 0.32 0.3% 122.84
Close 121.60 121.59 -0.01 0.0% 123.50
Range 0.59 0.40 -0.19 -32.2% 1.55
ATR 0.63 0.62 -0.02 -2.6% 0.00
Volume 7 2 -5 -71.4% 583
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 122.74 122.57 121.81
R3 122.34 122.17 121.70
R2 121.94 121.94 121.66
R1 121.77 121.77 121.63 121.66
PP 121.54 121.54 121.54 121.49
S1 121.37 121.37 121.55 121.26
S2 121.14 121.14 121.52
S3 120.74 120.97 121.48
S4 120.34 120.57 121.37
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 128.23 127.41 124.35
R3 126.68 125.86 123.93
R2 125.13 125.13 123.78
R1 124.31 124.31 123.64 124.72
PP 123.58 123.58 123.58 123.78
S1 122.76 122.76 123.36 123.17
S2 122.03 122.03 123.22
S3 120.48 121.21 123.07
S4 118.93 119.66 122.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.73 121.00 2.73 2.2% 0.57 0.5% 22% False False 10
10 124.39 121.00 3.39 2.8% 0.48 0.4% 17% False False 63
20 124.39 119.64 4.75 3.9% 0.24 0.2% 41% False False 98
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 True
Stretch 0.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123.42
2.618 122.77
1.618 122.37
1.000 122.12
0.618 121.97
HIGH 121.72
0.618 121.57
0.500 121.52
0.382 121.47
LOW 121.32
0.618 121.07
1.000 120.92
1.618 120.67
2.618 120.27
4.250 119.62
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 121.57 121.69
PP 121.54 121.66
S1 121.52 121.62

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

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