Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 122.29 122.73 0.44 0.4% 121.78
High 122.74 123.37 0.63 0.5% 123.47
Low 122.13 122.67 0.54 0.4% 121.72
Close 122.46 122.78 0.32 0.3% 122.46
Range 0.61 0.70 0.09 14.8% 1.75
ATR 0.90 0.90 0.00 0.1% 0.00
Volume 570,457 627,343 56,886 10.0% 3,597,074
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 125.04 124.61 123.17
R3 124.34 123.91 122.97
R2 123.64 123.64 122.91
R1 123.21 123.21 122.84 123.43
PP 122.94 122.94 122.94 123.05
S1 122.51 122.51 122.72 122.73
S2 122.24 122.24 122.65
S3 121.54 121.81 122.59
S4 120.84 121.11 122.40
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
5 123.47 121.94 1.53 1.2% 0.74 0.6% 55% False False 722,826
10 123.47 121.64 1.83 1.5% 0.76 0.6% 62% False False 622,799
20 124.66 121.61 3.05 2.5% 0.80 0.6% 38% False False 576,469
40 125.63 121.61 4.02 3.3% 0.88 0.7% 29% False False 407,501
60 125.63 120.37 5.26 4.3% 0.84 0.7% 46% False False 272,764
80 125.63 120.37 5.26 4.3% 0.79 0.6% 46% False False 204,667
100 125.63 120.37 5.26 4.3% 0.72 0.6% 46% False False 163,749
120 125.63 116.83 8.80 7.2% 0.60 0.5% 68% False False 136,487
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 126.35
2.618 125.20
1.618 124.50
1.000 124.07
0.618 123.80
HIGH 123.37
0.618 123.10
0.500 123.02
0.382 122.94
LOW 122.67
0.618 122.24
1.000 121.97
1.618 121.54
2.618 120.84
4.250 119.70
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 123.02 122.74
PP 122.94 122.70
S1 122.86 122.66

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

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