Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 118.89 119.10 0.21 0.2% 119.88
High 119.27 119.99 0.72 0.6% 119.91
Low 118.76 118.86 0.10 0.1% 118.77
Close 119.01 119.83 0.82 0.7% 119.53
Range 0.51 1.13 0.62 121.6% 1.14
ATR 0.85 0.87 0.02 2.3% 0.00
Volume 831,470 1,292,785 461,315 55.5% 2,284,522
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.95 122.52 120.45
R3 121.82 121.39 120.14
R2 120.69 120.69 120.04
R1 120.26 120.26 119.93 120.48
PP 119.56 119.56 119.56 119.67
S1 119.13 119.13 119.73 119.35
S2 118.43 118.43 119.62
S3 117.30 118.00 119.52
S4 116.17 116.87 119.21
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 122.82 122.32 120.16
R3 121.68 121.18 119.84
R2 120.54 120.54 119.74
R1 120.04 120.04 119.63 119.72
PP 119.40 119.40 119.40 119.25
S1 118.90 118.90 119.43 118.58
S2 118.26 118.26 119.32
S3 117.12 117.76 119.22
S4 115.98 116.62 118.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.99 118.63 1.36 1.1% 0.79 0.7% 88% True False 801,647
10 121.52 118.63 2.89 2.4% 0.77 0.6% 42% False False 677,176
20 122.65 118.63 4.02 3.4% 0.80 0.7% 30% False False 690,115
40 123.47 118.63 4.84 4.0% 0.77 0.6% 25% False False 643,154
60 125.63 118.63 7.00 5.8% 0.84 0.7% 17% False False 550,255
80 125.63 118.63 7.00 5.8% 0.82 0.7% 17% False False 415,323
100 125.63 118.63 7.00 5.8% 0.82 0.7% 17% False False 332,364
120 125.63 118.63 7.00 5.8% 0.76 0.6% 17% False False 277,015
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124.79
2.618 122.95
1.618 121.82
1.000 121.12
0.618 120.69
HIGH 119.99
0.618 119.56
0.500 119.43
0.382 119.29
LOW 118.86
0.618 118.16
1.000 117.73
1.618 117.03
2.618 115.90
4.250 114.06
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 119.70 119.66
PP 119.56 119.48
S1 119.43 119.31

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

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