Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 122.55 124.25 1.70 1.4% 123.55
High 124.47 124.40 -0.07 -0.1% 124.47
Low 122.11 123.39 1.28 1.0% 122.11
Close 122.25 123.94 1.69 1.4% 123.94
Range 2.36 1.01 -1.35 -57.2% 2.36
ATR 1.08 1.16 0.08 7.1% 0.00
Volume
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 126.94 126.45 124.50
R3 125.93 125.44 124.22
R2 124.92 124.92 124.13
R1 124.43 124.43 124.03 124.17
PP 123.91 123.91 123.91 123.78
S1 123.42 123.42 123.85 123.16
S2 122.90 122.90 123.75
S3 121.89 122.41 123.66
S4 120.88 121.40 123.38
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 130.59 129.62 125.24
R3 128.23 127.26 124.59
R2 125.87 125.87 124.37
R1 124.90 124.90 124.16 125.39
PP 123.51 123.51 123.51 123.75
S1 122.54 122.54 123.72 123.03
S2 121.15 121.15 123.51
S3 118.79 120.18 123.29
S4 116.43 117.82 122.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.47 122.11 2.36 1.9% 1.17 0.9% 78% False False 158,834
10 125.63 122.11 3.52 2.8% 1.10 0.9% 52% False False 461,847
20 125.63 122.11 3.52 2.8% 0.94 0.8% 52% False False 240,297
40 125.63 120.37 5.26 4.2% 0.87 0.7% 68% False False 120,928
60 125.63 120.37 5.26 4.2% 0.78 0.6% 68% False False 80,738
80 125.63 119.66 5.97 4.8% 0.65 0.5% 72% False False 60,577
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.69
2.618 127.04
1.618 126.03
1.000 125.41
0.618 125.02
HIGH 124.40
0.618 124.01
0.500 123.90
0.382 123.78
LOW 123.39
0.618 122.77
1.000 122.38
1.618 121.76
2.618 120.75
4.250 119.10
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 123.93 123.72
PP 123.91 123.51
S1 123.90 123.29

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

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