Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 124.06 123.83 -0.23 -0.2% 123.53
High 124.33 124.05 -0.28 -0.2% 125.30
Low 123.71 123.02 -0.69 -0.6% 123.41
Close 124.09 123.09 -1.00 -0.8% 124.42
Range 0.62 1.03 0.41 66.1% 1.89
ATR 0.76 0.78 0.02 2.9% 0.00
Volume 112 206 94 83.9% 1,187
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 126.48 125.81 123.66
R3 125.45 124.78 123.37
R2 124.42 124.42 123.28
R1 123.75 123.75 123.18 123.57
PP 123.39 123.39 123.39 123.30
S1 122.72 122.72 123.00 122.54
S2 122.36 122.36 122.90
S3 121.33 121.69 122.81
S4 120.30 120.66 122.52
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
5 124.80 123.02 1.78 1.4% 0.79 0.6% 4% False True 155
10 125.30 122.52 2.78 2.3% 0.76 0.6% 21% False False 245
20 125.30 121.61 3.69 3.0% 0.59 0.5% 40% False False 376
40 125.30 121.00 4.30 3.5% 0.50 0.4% 49% False False 230
60 125.30 116.83 8.47 6.9% 0.33 0.3% 74% False False 211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128.43
2.618 126.75
1.618 125.72
1.000 125.08
0.618 124.69
HIGH 124.05
0.618 123.66
0.500 123.54
0.382 123.41
LOW 123.02
0.618 122.38
1.000 121.99
1.618 121.35
2.618 120.32
4.250 118.64
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 123.54 123.73
PP 123.39 123.52
S1 123.24 123.30

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

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