Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 122.79 122.68 -0.11 -0.1% 121.78
High 123.17 122.82 -0.35 -0.3% 123.47
Low 122.29 122.20 -0.09 -0.1% 121.72
Close 123.08 122.53 -0.55 -0.4% 122.46
Range 0.88 0.62 -0.26 -29.5% 1.75
ATR 0.88 0.88 0.00 0.0% 0.00
Volume 860,346 731,558 -128,788 -15.0% 3,597,074
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 124.38 124.07 122.87
R3 123.76 123.45 122.70
R2 123.14 123.14 122.64
R1 122.83 122.83 122.59 122.68
PP 122.52 122.52 122.52 122.44
S1 122.21 122.21 122.47 122.06
S2 121.90 121.90 122.42
S3 121.28 121.59 122.36
S4 120.66 120.97 122.19
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
5 123.37 122.13 1.24 1.0% 0.70 0.6% 32% False False 674,817
10 123.47 121.64 1.83 1.5% 0.82 0.7% 49% False False 691,105
20 124.66 121.61 3.05 2.5% 0.78 0.6% 30% False False 631,417
40 125.63 121.61 4.02 3.3% 0.88 0.7% 23% False False 460,170
60 125.63 120.37 5.26 4.3% 0.83 0.7% 41% False False 308,971
80 125.63 120.37 5.26 4.3% 0.81 0.7% 41% False False 231,870
100 125.63 120.37 5.26 4.3% 0.74 0.6% 41% False False 185,507
120 125.63 116.83 8.80 7.2% 0.61 0.5% 65% False False 154,621
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.46
2.618 124.44
1.618 123.82
1.000 123.44
0.618 123.20
HIGH 122.82
0.618 122.58
0.500 122.51
0.382 122.44
LOW 122.20
0.618 121.82
1.000 121.58
1.618 121.20
2.618 120.58
4.250 119.57
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 122.52 122.77
PP 122.52 122.69
S1 122.51 122.61

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

View Archives - Comment on this page... - Back to Index of Symbols