Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 122.70 123.23 0.53 0.4% 123.92
High 123.30 124.27 0.97 0.8% 124.71
Low 122.53 123.23 0.70 0.6% 122.53
Close 123.08 124.20 1.12 0.9% 123.08
Range 0.77 1.04 0.27 35.1% 2.18
ATR 1.06 1.07 0.01 0.9% 0.00
Volume 0 558,633 558,633 0
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 127.02 126.65 124.77
R3 125.98 125.61 124.49
R2 124.94 124.94 124.39
R1 124.57 124.57 124.30 124.76
PP 123.90 123.90 123.90 123.99
S1 123.53 123.53 124.10 123.72
S2 122.86 122.86 124.01
S3 121.82 122.49 123.91
S4 120.78 121.45 123.63
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 129.98 128.71 124.28
R3 127.80 126.53 123.68
R2 125.62 125.62 123.48
R1 124.35 124.35 123.28 123.90
PP 123.44 123.44 123.44 123.21
S1 122.17 122.17 122.88 121.72
S2 121.26 121.26 122.68
S3 119.08 119.99 122.48
S4 116.90 117.81 121.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.64 122.53 2.11 1.7% 0.88 0.7% 79% False False 111,726
10 124.71 122.11 2.60 2.1% 1.01 0.8% 80% False False 55,863
20 125.63 122.11 3.52 2.8% 0.98 0.8% 59% False False 264,204
40 125.63 120.37 5.26 4.2% 0.85 0.7% 73% False False 134,844
60 125.63 120.37 5.26 4.2% 0.81 0.7% 73% False False 90,043
80 125.63 120.37 5.26 4.2% 0.72 0.6% 73% False False 67,546
100 125.63 116.83 8.80 7.1% 0.57 0.5% 84% False False 54,075
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 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.69
2.618 126.99
1.618 125.95
1.000 125.31
0.618 124.91
HIGH 124.27
0.618 123.87
0.500 123.75
0.382 123.63
LOW 123.23
0.618 122.59
1.000 122.19
1.618 121.55
2.618 120.51
4.250 118.81
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 124.05 123.93
PP 123.90 123.67
S1 123.75 123.40

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

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