Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 122.30 122.29 -0.01 0.0% 121.78
High 122.46 122.74 0.28 0.2% 123.47
Low 121.94 122.13 0.19 0.2% 121.72
Close 122.17 122.46 0.29 0.2% 122.46
Range 0.52 0.61 0.09 17.3% 1.75
ATR 0.92 0.90 -0.02 -2.4% 0.00
Volume 686,610 570,457 -116,153 -16.9% 3,597,074
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 124.27 123.98 122.80
R3 123.66 123.37 122.63
R2 123.05 123.05 122.57
R1 122.76 122.76 122.52 122.91
PP 122.44 122.44 122.44 122.52
S1 122.15 122.15 122.40 122.30
S2 121.83 121.83 122.35
S3 121.22 121.54 122.29
S4 120.61 120.93 122.12
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 127.80 126.88 123.42
R3 126.05 125.13 122.94
R2 124.30 124.30 122.78
R1 123.38 123.38 122.62 123.84
PP 122.55 122.55 122.55 122.78
S1 121.63 121.63 122.30 122.09
S2 120.80 120.80 122.14
S3 119.05 119.88 121.98
S4 117.30 118.13 121.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.47 121.72 1.75 1.4% 0.86 0.7% 42% False False 719,414
10 123.47 121.61 1.86 1.5% 0.75 0.6% 46% False False 611,878
20 124.66 121.61 3.05 2.5% 0.80 0.6% 28% False False 545,102
40 125.63 121.61 4.02 3.3% 0.88 0.7% 21% False False 392,143
60 125.63 120.37 5.26 4.3% 0.85 0.7% 40% False False 262,309
80 125.63 120.37 5.26 4.3% 0.78 0.6% 40% False False 196,826
100 125.63 120.37 5.26 4.3% 0.71 0.6% 40% False False 157,478
120 125.63 116.83 8.80 7.2% 0.59 0.5% 64% False False 131,260
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 2 trading days
Fibonacci Retracements and Extensions
4.250 125.33
2.618 124.34
1.618 123.73
1.000 123.35
0.618 123.12
HIGH 122.74
0.618 122.51
0.500 122.44
0.382 122.36
LOW 122.13
0.618 121.75
1.000 121.52
1.618 121.14
2.618 120.53
4.250 119.54
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 122.45 122.61
PP 122.44 122.56
S1 122.44 122.51

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

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