Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 124.16 124.06 -0.10 -0.1% 123.53
High 124.44 124.33 -0.11 -0.1% 125.30
Low 123.58 123.71 0.13 0.1% 123.41
Close 123.81 124.09 0.28 0.2% 124.42
Range 0.86 0.62 -0.24 -27.9% 1.89
ATR 0.77 0.76 -0.01 -1.4% 0.00
Volume 284 112 -172 -60.6% 1,187
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 125.90 125.62 124.43
R3 125.28 125.00 124.26
R2 124.66 124.66 124.20
R1 124.38 124.38 124.15 124.52
PP 124.04 124.04 124.04 124.12
S1 123.76 123.76 124.03 123.90
S2 123.42 123.42 123.98
S3 122.80 123.14 123.92
S4 122.18 122.52 123.75
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 130.05 129.12 125.46
R3 128.16 127.23 124.94
R2 126.27 126.27 124.77
R1 125.34 125.34 124.59 125.81
PP 124.38 124.38 124.38 124.61
S1 123.45 123.45 124.25 123.92
S2 122.49 122.49 124.07
S3 120.60 121.56 123.90
S4 118.71 119.67 123.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.30 123.50 1.80 1.5% 0.69 0.6% 33% False False 182
10 125.30 121.61 3.69 3.0% 0.77 0.6% 67% False False 233
20 125.30 121.61 3.69 3.0% 0.57 0.5% 67% False False 366
40 125.30 121.00 4.30 3.5% 0.47 0.4% 72% False False 230
60 125.30 116.83 8.47 6.8% 0.31 0.3% 86% False False 208
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.97
2.618 125.95
1.618 125.33
1.000 124.95
0.618 124.71
HIGH 124.33
0.618 124.09
0.500 124.02
0.382 123.95
LOW 123.71
0.618 123.33
1.000 123.09
1.618 122.71
2.618 122.09
4.250 121.08
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 124.07 124.05
PP 124.04 124.01
S1 124.02 123.97

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

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