Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 123.92 124.55 0.63 0.5% 123.55
High 124.71 124.64 -0.07 -0.1% 124.47
Low 123.87 123.95 0.08 0.1% 122.11
Close 124.60 124.10 -0.50 -0.4% 123.94
Range 0.84 0.69 -0.15 -17.9% 2.36
ATR 1.13 1.10 -0.03 -2.8% 0.00
Volume
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 126.30 125.89 124.48
R3 125.61 125.20 124.29
R2 124.92 124.92 124.23
R1 124.51 124.51 124.16 124.37
PP 124.23 124.23 124.23 124.16
S1 123.82 123.82 124.04 123.68
S2 123.54 123.54 123.97
S3 122.85 123.13 123.91
S4 122.16 122.44 123.72
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
5 124.71 122.11 2.60 2.1% 1.17 0.9% 77% False False
10 125.63 122.11 3.52 2.8% 1.00 0.8% 57% False False 288,269
20 125.63 122.11 3.52 2.8% 0.95 0.8% 57% False False 239,506
40 125.63 120.37 5.26 4.2% 0.87 0.7% 71% False False 120,918
60 125.63 120.37 5.26 4.2% 0.77 0.6% 71% False False 80,734
80 125.63 120.37 5.26 4.2% 0.67 0.5% 71% False False 60,574
100 125.63 116.83 8.80 7.1% 0.54 0.4% 83% False False 48,492
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127.57
2.618 126.45
1.618 125.76
1.000 125.33
0.618 125.07
HIGH 124.64
0.618 124.38
0.500 124.30
0.382 124.21
LOW 123.95
0.618 123.52
1.000 123.26
1.618 122.83
2.618 122.14
4.250 121.02
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 124.30 124.08
PP 124.23 124.07
S1 124.17 124.05

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

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