Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 120.68 120.32 -0.36 -0.3% 121.30
High 121.52 120.53 -0.99 -0.8% 121.55
Low 120.32 119.77 -0.55 -0.5% 119.77
Close 121.18 120.25 -0.93 -0.8% 120.25
Range 1.20 0.76 -0.44 -36.7% 1.78
ATR 0.87 0.91 0.04 4.4% 0.00
Volume 659,573 513,329 -146,244 -22.2% 3,115,735
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 122.46 122.12 120.67
R3 121.70 121.36 120.46
R2 120.94 120.94 120.39
R1 120.60 120.60 120.32 120.39
PP 120.18 120.18 120.18 120.08
S1 119.84 119.84 120.18 119.63
S2 119.42 119.42 120.11
S3 118.66 119.08 120.04
S4 117.90 118.32 119.83
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 125.86 124.84 121.23
R3 124.08 123.06 120.74
R2 122.30 122.30 120.58
R1 121.28 121.28 120.41 120.90
PP 120.52 120.52 120.52 120.34
S1 119.50 119.50 120.09 119.12
S2 118.74 118.74 119.92
S3 116.96 117.72 119.76
S4 115.18 115.94 119.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.55 119.77 1.78 1.5% 0.75 0.6% 27% False True 623,147
10 122.07 119.77 2.30 1.9% 0.77 0.6% 21% False True 646,403
20 123.37 119.77 3.60 3.0% 0.79 0.7% 13% False True 659,784
40 124.66 119.77 4.89 4.1% 0.81 0.7% 10% False True 588,181
60 125.63 119.77 5.86 4.9% 0.85 0.7% 8% False True 471,956
80 125.63 119.77 5.86 4.9% 0.84 0.7% 8% False True 354,550
100 125.63 119.77 5.86 4.9% 0.79 0.7% 8% False True 283,713
120 125.63 119.77 5.86 4.9% 0.72 0.6% 8% False True 236,443
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.76
2.618 122.52
1.618 121.76
1.000 121.29
0.618 121.00
HIGH 120.53
0.618 120.24
0.500 120.15
0.382 120.06
LOW 119.77
0.618 119.30
1.000 119.01
1.618 118.54
2.618 117.78
4.250 116.54
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 120.22 120.65
PP 120.18 120.51
S1 120.15 120.38

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

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