Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 123.54 123.72 0.18 0.1% 121.39
High 123.80 123.85 0.05 0.0% 123.93
Low 123.16 123.72 0.56 0.5% 121.39
Close 123.54 123.35 -0.19 -0.2% 123.35
Range 0.64 0.13 -0.51 -79.7% 2.54
ATR 0.79 0.75 -0.03 -4.3% 0.00
Volume 19 70 51 268.4% 321
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 124.03 123.82 123.42
R3 123.90 123.69 123.39
R2 123.77 123.77 123.37
R1 123.56 123.56 123.36 123.60
PP 123.64 123.64 123.64 123.66
S1 123.43 123.43 123.34 123.47
S2 123.51 123.51 123.33
S3 123.38 123.30 123.31
S4 123.25 123.17 123.28
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 130.51 129.47 124.75
R3 127.97 126.93 124.05
R2 125.43 125.43 123.82
R1 124.39 124.39 123.58 124.91
PP 122.89 122.89 122.89 123.15
S1 121.85 121.85 123.12 122.37
S2 120.35 120.35 122.88
S3 117.81 119.31 122.65
S4 115.27 116.77 121.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.93 121.39 2.54 2.1% 0.59 0.5% 77% False False 64
10 123.93 121.00 2.93 2.4% 0.61 0.5% 80% False False 45
20 124.39 121.00 3.39 2.7% 0.41 0.3% 69% False False 78
40 124.39 116.83 7.56 6.1% 0.21 0.2% 86% False False 128
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 False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124.40
2.618 124.19
1.618 124.06
1.000 123.98
0.618 123.93
HIGH 123.85
0.618 123.80
0.500 123.79
0.382 123.77
LOW 123.72
0.618 123.64
1.000 123.59
1.618 123.51
2.618 123.38
4.250 123.17
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 123.79 123.55
PP 123.64 123.48
S1 123.50 123.42

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

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