Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 121.78 121.95 0.17 0.1% 124.10
High 121.81 122.78 0.97 0.8% 124.10
Low 121.66 121.61 -0.05 0.0% 123.21
Close 121.76 122.47 0.71 0.6% 124.21
Range 0.15 1.17 1.02 680.0% 0.89
ATR 0.72 0.75 0.03 4.5% 0.00
Volume 259 89 -170 -65.6% 4,351
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 125.80 125.30 123.11
R3 124.63 124.13 122.79
R2 123.46 123.46 122.68
R1 122.96 122.96 122.58 123.21
PP 122.29 122.29 122.29 122.41
S1 121.79 121.79 122.36 122.04
S2 121.12 121.12 122.26
S3 119.95 120.62 122.15
S4 118.78 119.45 121.83
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
5 123.69 121.61 2.08 1.7% 0.68 0.6% 41% False True 996
10 124.10 121.61 2.49 2.0% 0.42 0.3% 35% False True 506
20 124.10 121.00 3.10 2.5% 0.52 0.4% 47% False False 272
40 124.39 118.64 5.75 4.7% 0.31 0.3% 67% False False 206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.75
2.618 125.84
1.618 124.67
1.000 123.95
0.618 123.50
HIGH 122.78
0.618 122.33
0.500 122.20
0.382 122.06
LOW 121.61
0.618 120.89
1.000 120.44
1.618 119.72
2.618 118.55
4.250 116.64
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 122.38 122.46
PP 122.29 122.46
S1 122.20 122.45

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

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