Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 123.19 122.79 -0.40 -0.3% 121.78
High 123.33 123.17 -0.16 -0.1% 123.47
Low 122.64 122.29 -0.35 -0.3% 121.72
Close 122.96 123.08 0.12 0.1% 122.46
Range 0.69 0.88 0.19 27.5% 1.75
ATR 0.88 0.88 0.00 0.0% 0.00
Volume 584,385 860,346 275,961 47.2% 3,597,074
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 125.49 125.16 123.56
R3 124.61 124.28 123.32
R2 123.73 123.73 123.24
R1 123.40 123.40 123.16 123.57
PP 122.85 122.85 122.85 122.93
S1 122.52 122.52 123.00 122.69
S2 121.97 121.97 122.92
S3 121.09 121.64 122.84
S4 120.21 120.76 122.60
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
5 123.37 121.94 1.43 1.2% 0.68 0.6% 80% False False 665,828
10 123.47 121.64 1.83 1.5% 0.81 0.7% 79% False False 670,045
20 124.66 121.61 3.05 2.5% 0.78 0.6% 48% False False 620,774
40 125.63 121.61 4.02 3.3% 0.88 0.7% 37% False False 442,489
60 125.63 120.37 5.26 4.3% 0.83 0.7% 52% False False 296,820
80 125.63 120.37 5.26 4.3% 0.80 0.7% 52% False False 222,726
100 125.63 120.37 5.26 4.3% 0.73 0.6% 52% False False 178,192
120 125.63 116.83 8.80 7.1% 0.61 0.5% 71% False False 148,525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126.91
2.618 125.47
1.618 124.59
1.000 124.05
0.618 123.71
HIGH 123.17
0.618 122.83
0.500 122.73
0.382 122.63
LOW 122.29
0.618 121.75
1.000 121.41
1.618 120.87
2.618 119.99
4.250 118.55
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 122.96 123.00
PP 122.85 122.91
S1 122.73 122.83

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

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