Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 122.97 123.00 0.03 0.0% 122.36
High 123.47 123.28 -0.19 -0.2% 123.14
Low 122.66 122.23 -0.43 -0.4% 121.64
Close 123.19 122.34 -0.85 -0.7% 121.80
Range 0.81 1.05 0.24 29.6% 1.50
ATR 0.94 0.95 0.01 0.8% 0.00
Volume 879,580 850,143 -29,437 -3.3% 2,003,579
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 125.77 125.10 122.92
R3 124.72 124.05 122.63
R2 123.67 123.67 122.53
R1 123.00 123.00 122.44 122.81
PP 122.62 122.62 122.62 122.52
S1 121.95 121.95 122.24 121.76
S2 121.57 121.57 122.15
S3 120.52 120.90 122.05
S4 119.47 119.85 121.76
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% 0.94 0.8% 38% False False 674,261
10 123.47 121.61 1.86 1.5% 0.76 0.6% 39% False False 578,568
20 124.66 121.61 3.05 2.5% 0.83 0.7% 24% False False 482,249
40 125.63 121.61 4.02 3.3% 0.89 0.7% 18% False False 361,136
60 125.63 120.37 5.26 4.3% 0.86 0.7% 37% False False 241,363
80 125.63 120.37 5.26 4.3% 0.79 0.6% 37% False False 181,115
100 125.63 120.37 5.26 4.3% 0.70 0.6% 37% False False 144,911
120 125.63 116.83 8.80 7.2% 0.58 0.5% 63% False False 120,785
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.74
2.618 126.03
1.618 124.98
1.000 124.33
0.618 123.93
HIGH 123.28
0.618 122.88
0.500 122.76
0.382 122.63
LOW 122.23
0.618 121.58
1.000 121.18
1.618 120.53
2.618 119.48
4.250 117.77
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 122.76 122.60
PP 122.62 122.51
S1 122.48 122.43

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

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