Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 124.00 124.10 0.10 0.1% 123.37
High 124.00 124.10 0.10 0.1% 124.00
Low 124.00 124.07 0.07 0.1% 123.37
Close 123.88 124.30 0.42 0.3% 123.88
Range 0.00 0.03 0.03 0.63
ATR 0.69 0.66 -0.03 -4.9% 0.00
Volume 1 3 2 200.0% 9
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 124.25 124.30 124.32
R3 124.22 124.27 124.31
R2 124.19 124.19 124.31
R1 124.24 124.24 124.30 124.22
PP 124.16 124.16 124.16 124.14
S1 124.21 124.21 124.30 124.19
S2 124.13 124.13 124.29
S3 124.10 124.18 124.29
S4 124.07 124.15 124.28
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 125.64 125.39 124.23
R3 125.01 124.76 124.05
R2 124.38 124.38 124.00
R1 124.13 124.13 123.94 124.26
PP 123.75 123.75 123.75 123.81
S1 123.50 123.50 123.82 123.63
S2 123.12 123.12 123.76
S3 122.49 122.87 123.71
S4 121.86 122.24 123.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.10 123.16 0.94 0.8% 0.29 0.2% 121% True False 20
10 124.10 121.32 2.78 2.2% 0.45 0.4% 107% True False 42
20 124.39 121.00 3.39 2.7% 0.44 0.4% 97% False False 55
40 124.39 116.83 7.56 6.1% 0.22 0.2% 99% False False 121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.23
2.618 124.18
1.618 124.15
1.000 124.13
0.618 124.12
HIGH 124.10
0.618 124.09
0.500 124.09
0.382 124.08
LOW 124.07
0.618 124.05
1.000 124.04
1.618 124.02
2.618 123.99
4.250 123.94
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 124.23 124.11
PP 124.16 123.92
S1 124.09 123.74

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

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