Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 123.83 123.30 -0.53 -0.4% 124.40
High 124.05 123.30 -0.75 -0.6% 124.44
Low 123.02 121.91 -1.11 -0.9% 121.91
Close 123.09 122.07 -1.02 -0.8% 122.07
Range 1.03 1.39 0.36 35.0% 2.53
ATR 0.78 0.82 0.04 5.6% 0.00
Volume 206 26 -180 -87.4% 713
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 126.60 125.72 122.83
R3 125.21 124.33 122.45
R2 123.82 123.82 122.32
R1 122.94 122.94 122.20 122.69
PP 122.43 122.43 122.43 122.30
S1 121.55 121.55 121.94 121.30
S2 121.04 121.04 121.82
S3 119.65 120.16 121.69
S4 118.26 118.77 121.31
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 130.40 128.76 123.46
R3 127.87 126.23 122.77
R2 125.34 125.34 122.53
R1 123.70 123.70 122.30 123.26
PP 122.81 122.81 122.81 122.58
S1 121.17 121.17 121.84 120.73
S2 120.28 120.28 121.61
S3 117.75 118.64 121.37
S4 115.22 116.11 120.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.44 121.91 2.53 2.1% 0.96 0.8% 6% False True 142
10 125.30 121.91 3.39 2.8% 0.78 0.6% 5% False True 190
20 125.30 121.61 3.69 3.0% 0.65 0.5% 12% False False 373
40 125.30 121.00 4.30 3.5% 0.53 0.4% 25% False False 226
60 125.30 116.83 8.47 6.9% 0.35 0.3% 62% False False 210
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 0.13
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 129.21
2.618 126.94
1.618 125.55
1.000 124.69
0.618 124.16
HIGH 123.30
0.618 122.77
0.500 122.61
0.382 122.44
LOW 121.91
0.618 121.05
1.000 120.52
1.618 119.66
2.618 118.27
4.250 116.00
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 122.61 123.12
PP 122.43 122.77
S1 122.25 122.42

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

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