Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 121.78 122.97 1.19 1.0% 122.36
High 123.04 123.47 0.43 0.3% 123.14
Low 121.72 122.66 0.94 0.8% 121.64
Close 122.89 123.19 0.30 0.2% 121.80
Range 1.32 0.81 -0.51 -38.6% 1.50
ATR 0.95 0.94 -0.01 -1.1% 0.00
Volume 610,284 879,580 269,296 44.1% 2,003,579
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 125.54 125.17 123.64
R3 124.73 124.36 123.41
R2 123.92 123.92 123.34
R1 123.55 123.55 123.26 123.74
PP 123.11 123.11 123.11 123.20
S1 122.74 122.74 123.12 122.93
S2 122.30 122.30 123.04
S3 121.49 121.93 122.97
S4 120.68 121.12 122.74
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 126.69 125.75 122.63
R3 125.19 124.25 122.21
R2 123.69 123.69 122.08
R1 122.75 122.75 121.94 122.47
PP 122.19 122.19 122.19 122.06
S1 121.25 121.25 121.66 120.97
S2 120.69 120.69 121.53
S3 119.19 119.75 121.39
S4 117.69 118.25 120.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.47 121.64 1.83 1.5% 0.85 0.7% 85% True False 611,744
10 123.47 121.61 1.86 1.5% 0.72 0.6% 85% True False 545,635
20 124.71 121.61 3.10 2.5% 0.82 0.7% 51% False False 439,742
40 125.63 121.61 4.02 3.3% 0.88 0.7% 39% False False 340,019
60 125.63 120.37 5.26 4.3% 0.85 0.7% 54% False False 227,199
80 125.63 120.37 5.26 4.3% 0.79 0.6% 54% False False 170,489
100 125.63 119.66 5.97 4.8% 0.69 0.6% 59% False False 136,410
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.91
2.618 125.59
1.618 124.78
1.000 124.28
0.618 123.97
HIGH 123.47
0.618 123.16
0.500 123.07
0.382 122.97
LOW 122.66
0.618 122.16
1.000 121.85
1.618 121.35
2.618 120.54
4.250 119.22
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 123.15 122.98
PP 123.11 122.77
S1 123.07 122.56

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

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