Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 123.29 121.78 -1.51 -1.2% 124.10
High 123.29 121.81 -1.48 -1.2% 124.10
Low 122.09 121.66 -0.43 -0.4% 123.21
Close 122.35 121.76 -0.59 -0.5% 124.21
Range 1.20 0.15 -1.05 -87.5% 0.89
ATR 0.72 0.72 0.00 -0.3% 0.00
Volume 271 259 -12 -4.4% 4,351
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 122.19 122.13 121.84
R3 122.04 121.98 121.80
R2 121.89 121.89 121.79
R1 121.83 121.83 121.77 121.79
PP 121.74 121.74 121.74 121.72
S1 121.68 121.68 121.75 121.64
S2 121.59 121.59 121.73
S3 121.44 121.53 121.72
S4 121.29 121.38 121.68
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
5 123.98 121.66 2.32 1.9% 0.45 0.4% 4% False True 979
10 124.10 121.66 2.44 2.0% 0.37 0.3% 4% False True 499
20 124.39 121.00 3.39 2.8% 0.52 0.4% 22% False False 289
40 124.39 118.42 5.97 4.9% 0.28 0.2% 56% False False 212
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122.45
2.618 122.20
1.618 122.05
1.000 121.96
0.618 121.90
HIGH 121.81
0.618 121.75
0.500 121.74
0.382 121.72
LOW 121.66
0.618 121.57
1.000 121.51
1.618 121.42
2.618 121.27
4.250 121.02
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 121.75 122.68
PP 121.74 122.37
S1 121.74 122.07

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

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