Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 119.10 119.72 0.62 0.5% 119.88
High 119.99 119.97 -0.02 0.0% 119.91
Low 118.86 119.04 0.18 0.2% 118.77
Close 119.83 119.24 -0.59 -0.5% 119.53
Range 1.13 0.93 -0.20 -17.7% 1.14
ATR 0.87 0.88 0.00 0.5% 0.00
Volume 1,292,785 1,241,057 -51,728 -4.0% 2,284,522
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.21 121.65 119.75
R3 121.28 120.72 119.50
R2 120.35 120.35 119.41
R1 119.79 119.79 119.33 119.61
PP 119.42 119.42 119.42 119.32
S1 118.86 118.86 119.15 118.68
S2 118.49 118.49 119.07
S3 117.56 117.93 118.98
S4 116.63 117.00 118.73
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% 0.88 0.7% 45% False False 905,201
10 121.52 118.63 2.89 2.4% 0.80 0.7% 21% False False 728,355
20 122.07 118.63 3.44 2.9% 0.80 0.7% 18% False False 716,745
40 123.47 118.63 4.84 4.1% 0.77 0.6% 13% False False 657,485
60 125.63 118.63 7.00 5.9% 0.85 0.7% 9% False False 570,939
80 125.63 118.63 7.00 5.9% 0.83 0.7% 9% False False 430,829
100 125.63 118.63 7.00 5.9% 0.82 0.7% 9% False False 344,775
120 125.63 118.63 7.00 5.9% 0.77 0.6% 9% False False 287,357
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 True
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.92
2.618 122.40
1.618 121.47
1.000 120.90
0.618 120.54
HIGH 119.97
0.618 119.61
0.500 119.51
0.382 119.40
LOW 119.04
0.618 118.47
1.000 118.11
1.618 117.54
2.618 116.61
4.250 115.09
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 119.51 119.38
PP 119.42 119.33
S1 119.33 119.29

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

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