Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 119.31 118.83 -0.48 -0.4% 121.30
High 119.52 119.33 -0.19 -0.2% 121.55
Low 118.77 118.82 0.05 0.0% 119.77
Close 119.40 119.18 -0.22 -0.2% 120.25
Range 0.75 0.51 -0.24 -32.0% 1.78
ATR 0.90 0.87 -0.02 -2.5% 0.00
Volume 695,105 723,289 28,184 4.1% 3,115,735
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 120.64 120.42 119.46
R3 120.13 119.91 119.32
R2 119.62 119.62 119.27
R1 119.40 119.40 119.23 119.51
PP 119.11 119.11 119.11 119.17
S1 118.89 118.89 119.13 119.00
S2 118.60 118.60 119.09
S3 118.09 118.38 119.04
S4 117.58 117.87 118.90
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
5 121.52 118.77 2.75 2.3% 0.73 0.6% 15% False False 551,508
10 122.07 118.77 3.30 2.8% 0.72 0.6% 12% False False 608,061
20 123.17 118.77 4.40 3.7% 0.77 0.6% 9% False False 649,906
40 124.66 118.77 5.89 4.9% 0.78 0.7% 7% False False 627,797
60 125.63 118.77 6.86 5.8% 0.84 0.7% 6% False False 497,707
80 125.63 118.77 6.86 5.8% 0.82 0.7% 6% False False 374,348
100 125.63 118.77 6.86 5.8% 0.79 0.7% 6% False False 299,558
120 125.63 118.77 6.86 5.8% 0.73 0.6% 6% False False 249,643
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.50
2.618 120.67
1.618 120.16
1.000 119.84
0.618 119.65
HIGH 119.33
0.618 119.14
0.500 119.08
0.382 119.01
LOW 118.82
0.618 118.50
1.000 118.31
1.618 117.99
2.618 117.48
4.250 116.65
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 119.15 119.34
PP 119.11 119.29
S1 119.08 119.23

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

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