Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
30-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 123.98 123.50 -0.48 -0.4% 124.10
High 123.98 123.61 -0.37 -0.3% 124.10
Low 123.98 123.21 -0.77 -0.6% 123.21
Close 123.83 124.21 0.38 0.3% 124.21
Range 0.00 0.40 0.40 0.89
ATR 0.63 0.63 0.00 -0.2% 0.00
Volume 2 4,346 4,344 217,200.0% 4,351
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 124.88 124.94 124.43
R3 124.48 124.54 124.32
R2 124.08 124.08 124.28
R1 124.14 124.14 124.25 124.11
PP 123.68 123.68 123.68 123.66
S1 123.74 123.74 124.17 123.71
S2 123.28 123.28 124.14
S3 122.88 123.34 124.10
S4 122.48 122.94 123.99
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 126.51 126.25 124.70
R3 125.62 125.36 124.45
R2 124.73 124.73 124.37
R1 124.47 124.47 124.29 124.60
PP 123.84 123.84 123.84 123.91
S1 123.58 123.58 124.13 123.71
S2 122.95 122.95 124.05
S3 122.06 122.69 123.97
S4 121.17 121.80 123.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.10 123.21 0.89 0.7% 0.21 0.2% 112% False True 872
10 124.10 121.39 2.71 2.2% 0.40 0.3% 104% False False 468
20 124.39 121.00 3.39 2.7% 0.46 0.4% 95% False False 269
40 124.39 117.47 6.92 5.6% 0.23 0.2% 97% False False 222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.31
2.618 124.66
1.618 124.26
1.000 124.01
0.618 123.86
HIGH 123.61
0.618 123.46
0.500 123.41
0.382 123.36
LOW 123.21
0.618 122.96
1.000 122.81
1.618 122.56
2.618 122.16
4.250 121.51
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 123.94 124.03
PP 123.68 123.84
S1 123.41 123.66

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

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