Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 120.53 121.42 0.89 0.7% 121.18
High 121.45 122.69 1.24 1.0% 121.78
Low 120.53 121.42 0.89 0.7% 120.37
Close 121.45 122.51 1.06 0.9% 120.78
Range 0.92 1.27 0.35 38.0% 1.41
ATR 0.76 0.80 0.04 4.7% 0.00
Volume 2,236 2,998 762 34.1% 4,688
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 126.02 125.53 123.21
R3 124.75 124.26 122.86
R2 123.48 123.48 122.74
R1 122.99 122.99 122.63 123.24
PP 122.21 122.21 122.21 122.33
S1 121.72 121.72 122.39 121.97
S2 120.94 120.94 122.28
S3 119.67 120.45 122.16
S4 118.40 119.18 121.81
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
5 122.69 120.37 2.32 1.9% 0.80 0.7% 92% True False 1,841
10 122.69 120.37 2.32 1.9% 0.71 0.6% 92% True False 1,436
20 125.30 120.37 4.93 4.0% 0.78 0.6% 43% False False 971
40 125.30 120.37 4.93 4.0% 0.67 0.5% 43% False False 654
60 125.30 119.23 6.07 5.0% 0.52 0.4% 54% False False 469
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 0.08
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 128.09
2.618 126.01
1.618 124.74
1.000 123.96
0.618 123.47
HIGH 122.69
0.618 122.20
0.500 122.06
0.382 121.91
LOW 121.42
0.618 120.64
1.000 120.15
1.618 119.37
2.618 118.10
4.250 116.02
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 122.36 122.18
PP 122.21 121.86
S1 122.06 121.53

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

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