Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 121.39 121.81 0.42 0.3% 122.44
High 121.64 123.00 1.36 1.1% 122.45
Low 121.39 121.81 0.42 0.3% 121.00
Close 121.51 122.06 0.55 0.5% 120.72
Range 0.25 1.19 0.94 376.0% 1.45
ATR 0.65 0.71 0.06 9.1% 0.00
Volume 2 9 7 350.0% 130
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 125.86 125.15 122.71
R3 124.67 123.96 122.39
R2 123.48 123.48 122.28
R1 122.77 122.77 122.17 123.13
PP 122.29 122.29 122.29 122.47
S1 121.58 121.58 121.95 121.94
S2 121.10 121.10 121.84
S3 119.91 120.39 121.73
S4 118.72 119.20 121.41
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
5 123.00 121.00 2.00 1.6% 0.59 0.5% 53% True False 21
10 124.39 121.00 3.39 2.8% 0.67 0.5% 31% False False 62
20 124.39 120.60 3.79 3.1% 0.34 0.3% 39% False False 95
40 124.39 116.83 7.56 6.2% 0.17 0.1% 69% False False 125
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 0.03
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 128.06
2.618 126.12
1.618 124.93
1.000 124.19
0.618 123.74
HIGH 123.00
0.618 122.55
0.500 122.41
0.382 122.26
LOW 121.81
0.618 121.07
1.000 120.62
1.618 119.88
2.618 118.69
4.250 116.75
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 122.41 122.20
PP 122.29 122.15
S1 122.18 122.11

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

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