Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 120.58 121.12 0.54 0.4% 121.18
High 121.12 121.23 0.11 0.1% 121.78
Low 120.41 120.67 0.26 0.2% 120.37
Close 121.01 120.78 -0.23 -0.2% 120.78
Range 0.71 0.56 -0.15 -21.1% 1.41
ATR 0.78 0.76 -0.02 -2.0% 0.00
Volume 871 2,224 1,353 155.3% 4,688
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 122.57 122.24 121.09
R3 122.01 121.68 120.93
R2 121.45 121.45 120.88
R1 121.12 121.12 120.83 121.01
PP 120.89 120.89 120.89 120.84
S1 120.56 120.56 120.73 120.45
S2 120.33 120.33 120.68
S3 119.77 120.00 120.63
S4 119.21 119.44 120.47
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 125.21 124.40 121.56
R3 123.80 122.99 121.17
R2 122.39 122.39 121.04
R1 121.58 121.58 120.91 121.28
PP 120.98 120.98 120.98 120.83
S1 120.17 120.17 120.65 119.87
S2 119.57 119.57 120.52
S3 118.16 118.76 120.39
S4 116.75 117.35 120.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.78 120.37 1.41 1.2% 0.64 0.5% 29% False False 937
10 122.10 120.37 1.73 1.4% 0.70 0.6% 24% False False 1,217
20 125.30 120.37 4.93 4.1% 0.74 0.6% 8% False False 703
40 125.30 120.37 4.93 4.1% 0.65 0.5% 8% False False 502
60 125.30 118.77 6.53 5.4% 0.47 0.4% 31% False False 376
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 2 trading days
Fibonacci Retracements and Extensions
4.250 123.61
2.618 122.70
1.618 122.14
1.000 121.79
0.618 121.58
HIGH 121.23
0.618 121.02
0.500 120.95
0.382 120.88
LOW 120.67
0.618 120.32
1.000 120.11
1.618 119.76
2.618 119.20
4.250 118.29
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 120.95 120.80
PP 120.89 120.79
S1 120.84 120.79

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

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