Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 121.95 122.52 0.57 0.5% 123.41
High 122.78 123.75 0.97 0.8% 123.75
Low 121.61 122.52 0.91 0.7% 121.61
Close 122.47 123.58 1.11 0.9% 123.58
Range 1.17 1.23 0.06 5.1% 2.14
ATR 0.75 0.79 0.04 5.0% 0.00
Volume 89 579 490 550.6% 1,216
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 126.97 126.51 124.26
R3 125.74 125.28 123.92
R2 124.51 124.51 123.81
R1 124.05 124.05 123.69 124.28
PP 123.28 123.28 123.28 123.40
S1 122.82 122.82 123.47 123.05
S2 122.05 122.05 123.35
S3 120.82 121.59 123.24
S4 119.59 120.36 122.90
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 129.40 128.63 124.76
R3 127.26 126.49 124.17
R2 125.12 125.12 123.97
R1 124.35 124.35 123.78 124.74
PP 122.98 122.98 122.98 123.17
S1 122.21 122.21 123.38 122.60
S2 120.84 120.84 123.19
S3 118.70 120.07 122.99
S4 116.56 117.93 122.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.75 121.61 2.14 1.7% 0.85 0.7% 92% True False 243
10 124.10 121.61 2.49 2.0% 0.53 0.4% 79% False False 557
20 124.10 121.00 3.10 2.5% 0.57 0.5% 83% False False 301
40 124.39 118.77 5.62 4.5% 0.34 0.3% 86% 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 0.07
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 128.98
2.618 126.97
1.618 125.74
1.000 124.98
0.618 124.51
HIGH 123.75
0.618 123.28
0.500 123.14
0.382 122.99
LOW 122.52
0.618 121.76
1.000 121.29
1.618 120.53
2.618 119.30
4.250 117.29
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 123.43 123.28
PP 123.28 122.98
S1 123.14 122.68

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

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