Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 122.00 120.95 -1.05 -0.9% 124.40
High 122.00 121.97 -0.03 0.0% 124.44
Low 121.10 120.78 -0.32 -0.3% 121.91
Close 121.17 121.52 0.35 0.3% 122.07
Range 0.90 1.19 0.29 32.2% 2.53
ATR 0.83 0.86 0.03 3.0% 0.00
Volume 548 824 276 50.4% 713
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 124.99 124.45 122.17
R3 123.80 123.26 121.85
R2 122.61 122.61 121.74
R1 122.07 122.07 121.63 122.34
PP 121.42 121.42 121.42 121.56
S1 120.88 120.88 121.41 121.15
S2 120.23 120.23 121.30
S3 119.04 119.69 121.19
S4 117.85 118.50 120.87
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
5 124.33 120.78 3.55 2.9% 1.03 0.8% 21% False True 343
10 125.30 120.78 4.52 3.7% 0.91 0.8% 16% False True 274
20 125.30 120.78 4.52 3.7% 0.73 0.6% 16% False True 441
40 125.30 120.78 4.52 3.7% 0.58 0.5% 16% False True 249
60 125.30 116.83 8.47 7.0% 0.39 0.3% 55% False False 230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.03
2.618 125.09
1.618 123.90
1.000 123.16
0.618 122.71
HIGH 121.97
0.618 121.52
0.500 121.38
0.382 121.23
LOW 120.78
0.618 120.04
1.000 119.59
1.618 118.85
2.618 117.66
4.250 115.72
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 121.47 122.04
PP 121.42 121.87
S1 121.38 121.69

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

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