Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 122.52 123.53 1.01 0.8% 123.41
High 123.75 123.97 0.22 0.2% 123.75
Low 122.52 123.41 0.89 0.7% 121.61
Close 123.58 123.99 0.41 0.3% 123.58
Range 1.23 0.56 -0.67 -54.5% 2.14
ATR 0.79 0.77 -0.02 -2.1% 0.00
Volume 579 275 -304 -52.5% 1,216
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 125.47 125.29 124.30
R3 124.91 124.73 124.14
R2 124.35 124.35 124.09
R1 124.17 124.17 124.04 124.26
PP 123.79 123.79 123.79 123.84
S1 123.61 123.61 123.94 123.70
S2 123.23 123.23 123.89
S3 122.67 123.05 123.84
S4 122.11 122.49 123.68
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
5 123.97 121.61 2.36 1.9% 0.86 0.7% 101% True False 294
10 124.10 121.61 2.49 2.0% 0.52 0.4% 96% False False 584
20 124.10 121.00 3.10 2.5% 0.57 0.5% 96% False False 314
40 124.39 118.94 5.45 4.4% 0.35 0.3% 93% False False 212
Crabel Price Patterns
NR True
NR4 False
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 0.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.35
2.618 125.44
1.618 124.88
1.000 124.53
0.618 124.32
HIGH 123.97
0.618 123.76
0.500 123.69
0.382 123.62
LOW 123.41
0.618 123.06
1.000 122.85
1.618 122.50
2.618 121.94
4.250 121.03
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 123.89 123.59
PP 123.79 123.19
S1 123.69 122.79

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

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