Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 122.45 121.39 -1.06 -0.9% 122.44
High 122.45 121.64 -0.81 -0.7% 122.45
Low 121.95 121.39 -0.56 -0.5% 121.00
Close 120.72 121.51 0.79 0.7% 120.72
Range 0.50 0.25 -0.25 -50.0% 1.45
ATR 0.63 0.65 0.02 3.2% 0.00
Volume 87 2 -85 -97.7% 130
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 122.26 122.14 121.65
R3 122.01 121.89 121.58
R2 121.76 121.76 121.56
R1 121.64 121.64 121.53 121.70
PP 121.51 121.51 121.51 121.55
S1 121.39 121.39 121.49 121.45
S2 121.26 121.26 121.46
S3 121.01 121.14 121.44
S4 120.76 120.89 121.37
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 125.74 124.68 121.52
R3 124.29 123.23 121.12
R2 122.84 122.84 120.99
R1 121.78 121.78 120.85 121.59
PP 121.39 121.39 121.39 121.29
S1 120.33 120.33 120.59 120.14
S2 119.94 119.94 120.45
S3 118.49 118.88 120.32
S4 117.04 117.43 119.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.45 121.00 1.45 1.2% 0.58 0.5% 35% False False 25
10 124.39 121.00 3.39 2.8% 0.55 0.5% 15% False False 71
20 124.39 119.66 4.73 3.9% 0.28 0.2% 39% False False 96
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.03
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122.70
2.618 122.29
1.618 122.04
1.000 121.89
0.618 121.79
HIGH 121.64
0.618 121.54
0.500 121.52
0.382 121.49
LOW 121.39
0.618 121.24
1.000 121.14
1.618 120.99
2.618 120.74
4.250 120.33
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 121.52 121.89
PP 121.51 121.76
S1 121.51 121.64

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

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