Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 123.88 123.25 -0.63 -0.5% 123.80
High 123.90 124.66 0.76 0.6% 124.70
Low 122.97 123.01 0.04 0.0% 123.13
Close 123.26 124.15 0.89 0.7% 123.42
Range 0.93 1.65 0.72 77.4% 1.57
ATR 0.88 0.94 0.05 6.2% 0.00
Volume 629,177 1,106,605 477,428 75.9% 152,180
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 128.89 128.17 125.06
R3 127.24 126.52 124.60
R2 125.59 125.59 124.45
R1 124.87 124.87 124.30 125.23
PP 123.94 123.94 123.94 124.12
S1 123.22 123.22 124.00 123.58
S2 122.29 122.29 123.85
S3 120.64 121.57 123.70
S4 118.99 119.92 123.24
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 128.46 127.51 124.28
R3 126.89 125.94 123.85
R2 125.32 125.32 123.71
R1 124.37 124.37 123.56 124.06
PP 123.75 123.75 123.75 123.60
S1 122.80 122.80 123.28 122.49
S2 122.18 122.18 123.13
S3 120.61 121.23 122.99
S4 119.04 119.66 122.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.66 122.97 1.69 1.4% 1.06 0.9% 70% True False 363,691
10 124.70 122.97 1.73 1.4% 0.89 0.7% 68% False False 190,744
20 124.70 120.37 4.33 3.5% 0.84 0.7% 87% False False 97,236
40 125.30 120.37 4.93 4.0% 0.82 0.7% 77% False False 48,909
60 125.30 120.37 4.93 4.0% 0.72 0.6% 77% False False 32,702
80 125.30 118.42 6.88 5.5% 0.55 0.4% 83% False False 24,560
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 0.10
Widest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 131.67
2.618 128.98
1.618 127.33
1.000 126.31
0.618 125.68
HIGH 124.66
0.618 124.03
0.500 123.84
0.382 123.64
LOW 123.01
0.618 121.99
1.000 121.36
1.618 120.34
2.618 118.69
4.250 116.00
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 124.05 124.04
PP 123.94 123.93
S1 123.84 123.82

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

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