Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 123.75 123.80 0.05 0.0% 123.16
High 124.44 124.35 -0.09 -0.1% 124.70
Low 123.68 123.56 -0.12 -0.1% 123.13
Close 124.24 124.16 -0.08 -0.1% 124.24
Range 0.76 0.79 0.03 3.9% 1.57
ATR 0.83 0.83 0.00 -0.4% 0.00
Volume 13,025 20,137 7,112 54.6% 38,575
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 126.39 126.07 124.59
R3 125.60 125.28 124.38
R2 124.81 124.81 124.30
R1 124.49 124.49 124.23 124.65
PP 124.02 124.02 124.02 124.11
S1 123.70 123.70 124.09 123.86
S2 123.23 123.23 124.02
S3 122.44 122.91 123.94
S4 121.65 122.12 123.73
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 128.73 128.06 125.10
R3 127.16 126.49 124.67
R2 125.59 125.59 124.53
R1 124.92 124.92 124.38 125.26
PP 124.02 124.02 124.02 124.19
S1 123.35 123.35 124.10 123.69
S2 122.45 122.45 123.95
S3 120.88 121.78 123.81
S4 119.31 120.21 123.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.70 123.27 1.43 1.2% 0.75 0.6% 62% False False 11,086
10 124.70 120.53 4.17 3.4% 0.84 0.7% 87% False False 7,293
20 124.70 120.37 4.33 3.5% 0.75 0.6% 88% False False 4,271
40 125.30 120.37 4.93 4.0% 0.71 0.6% 77% False False 2,336
60 125.30 120.37 4.93 4.0% 0.62 0.5% 77% False False 1,580
80 125.30 116.83 8.47 6.8% 0.47 0.4% 87% False False 1,231
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 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.71
2.618 126.42
1.618 125.63
1.000 125.14
0.618 124.84
HIGH 124.35
0.618 124.05
0.500 123.96
0.382 123.86
LOW 123.56
0.618 123.07
1.000 122.77
1.618 122.28
2.618 121.49
4.250 120.20
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 124.09 124.06
PP 124.02 123.96
S1 123.96 123.86

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

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