Euro Bund Future June 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 119.72 119.09 -0.63 -0.5% 119.60
High 119.97 119.32 -0.65 -0.5% 119.99
Low 119.04 118.21 -0.83 -0.7% 118.21
Close 119.24 118.34 -0.90 -0.8% 118.34
Range 0.93 1.11 0.18 19.4% 1.78
ATR 0.88 0.89 0.02 1.9% 0.00
Volume 1,241,057 416,747 -824,310 -66.4% 4,242,873
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 121.95 121.26 118.95
R3 120.84 120.15 118.65
R2 119.73 119.73 118.54
R1 119.04 119.04 118.44 118.83
PP 118.62 118.62 118.62 118.52
S1 117.93 117.93 118.24 117.72
S2 117.51 117.51 118.14
S3 116.40 116.82 118.03
S4 115.29 115.71 117.73
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 124.19 123.04 119.32
R3 122.41 121.26 118.83
R2 120.63 120.63 118.67
R1 119.48 119.48 118.50 119.17
PP 118.85 118.85 118.85 118.69
S1 117.70 117.70 118.18 117.39
S2 117.07 117.07 118.01
S3 115.29 115.92 117.85
S4 113.51 114.14 117.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.99 118.21 1.78 1.5% 0.96 0.8% 7% False True 848,574
10 120.53 118.21 2.32 2.0% 0.79 0.7% 6% False True 704,072
20 122.07 118.21 3.86 3.3% 0.78 0.7% 3% False True 679,585
40 123.47 118.21 5.26 4.4% 0.78 0.7% 2% False True 654,884
60 125.63 118.21 7.42 6.3% 0.85 0.7% 2% False True 567,399
80 125.63 118.21 7.42 6.3% 0.83 0.7% 2% False True 436,037
100 125.63 118.21 7.42 6.3% 0.82 0.7% 2% False True 348,940
120 125.63 118.21 7.42 6.3% 0.78 0.7% 2% False True 290,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.04
2.618 122.23
1.618 121.12
1.000 120.43
0.618 120.01
HIGH 119.32
0.618 118.90
0.500 118.77
0.382 118.63
LOW 118.21
0.618 117.52
1.000 117.10
1.618 116.41
2.618 115.30
4.250 113.49
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 118.77 119.10
PP 118.62 118.85
S1 118.48 118.59

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

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