Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 123.30 122.00 -1.30 -1.1% 124.40
High 123.30 122.00 -1.30 -1.1% 124.44
Low 121.91 121.10 -0.81 -0.7% 121.91
Close 122.07 121.17 -0.90 -0.7% 122.07
Range 1.39 0.90 -0.49 -35.3% 2.53
ATR 0.82 0.83 0.01 1.3% 0.00
Volume 26 548 522 2,007.7% 713
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 124.12 123.55 121.67
R3 123.22 122.65 121.42
R2 122.32 122.32 121.34
R1 121.75 121.75 121.25 121.59
PP 121.42 121.42 121.42 121.34
S1 120.85 120.85 121.09 120.69
S2 120.52 120.52 121.01
S3 119.62 119.95 120.92
S4 118.72 119.05 120.68
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
5 124.44 121.10 3.34 2.8% 0.96 0.8% 2% False True 235
10 125.30 121.10 4.20 3.5% 0.81 0.7% 2% False True 217
20 125.30 121.10 4.20 3.5% 0.67 0.5% 2% False True 400
40 125.30 121.00 4.30 3.5% 0.55 0.5% 4% False False 234
60 125.30 116.83 8.47 7.0% 0.37 0.3% 51% False False 217
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.83
2.618 124.36
1.618 123.46
1.000 122.90
0.618 122.56
HIGH 122.00
0.618 121.66
0.500 121.55
0.382 121.44
LOW 121.10
0.618 120.54
1.000 120.20
1.618 119.64
2.618 118.74
4.250 117.28
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 121.55 122.58
PP 121.42 122.11
S1 121.30 121.64

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

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