Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 123.41 123.29 -0.12 -0.1% 124.10
High 123.69 123.29 -0.40 -0.3% 124.10
Low 123.20 122.09 -1.11 -0.9% 123.21
Close 123.60 122.35 -1.25 -1.0% 124.21
Range 0.49 1.20 0.71 144.9% 0.89
ATR 0.66 0.72 0.06 9.2% 0.00
Volume 18 271 253 1,405.6% 4,351
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 126.18 125.46 123.01
R3 124.98 124.26 122.68
R2 123.78 123.78 122.57
R1 123.06 123.06 122.46 122.82
PP 122.58 122.58 122.58 122.46
S1 121.86 121.86 122.24 121.62
S2 121.38 121.38 122.13
S3 120.18 120.66 122.02
S4 118.98 119.46 121.69
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
5 124.10 122.09 2.01 1.6% 0.42 0.3% 13% False True 928
10 124.10 122.09 2.01 1.6% 0.43 0.3% 13% False True 495
20 124.39 121.00 3.39 2.8% 0.55 0.4% 40% False False 279
40 124.39 117.97 6.42 5.2% 0.27 0.2% 68% False False 213
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 0.06
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 128.39
2.618 126.43
1.618 125.23
1.000 124.49
0.618 124.03
HIGH 123.29
0.618 122.83
0.500 122.69
0.382 122.55
LOW 122.09
0.618 121.35
1.000 120.89
1.618 120.15
2.618 118.95
4.250 116.99
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 122.69 122.89
PP 122.58 122.71
S1 122.46 122.53

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

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