Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 123.00 123.46 0.46 0.4% 123.95
High 123.54 123.90 0.36 0.3% 124.05
Low 123.00 123.43 0.43 0.3% 122.08
Close 123.64 123.90 0.26 0.2% 123.01
Range 0.54 0.47 -0.07 -13.0% 1.97
ATR 0.75 0.73 -0.02 -2.7% 0.00
Volume 63 715 652 1,034.9% 2,668
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 125.15 125.00 124.16
R3 124.68 124.53 124.03
R2 124.21 124.21 123.99
R1 124.06 124.06 123.94 124.14
PP 123.74 123.74 123.74 123.78
S1 123.59 123.59 123.86 123.67
S2 123.27 123.27 123.81
S3 122.80 123.12 123.77
S4 122.33 122.65 123.64
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 128.96 127.95 124.09
R3 126.99 125.98 123.55
R2 125.02 125.02 123.37
R1 124.01 124.01 123.19 123.53
PP 123.05 123.05 123.05 122.81
S1 122.04 122.04 122.83 121.56
S2 121.08 121.08 122.65
S3 119.11 120.07 122.47
S4 117.14 118.10 121.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.90 122.08 1.82 1.5% 0.42 0.3% 100% True False 482
10 124.05 121.62 2.43 2.0% 0.67 0.5% 94% False False 486
20 124.80 121.62 3.18 2.6% 0.42 0.3% 72% False False 1,269
40 124.80 120.12 4.68 3.8% 0.21 0.2% 81% False False 707
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 0.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.90
2.618 125.13
1.618 124.66
1.000 124.37
0.618 124.19
HIGH 123.90
0.618 123.72
0.500 123.67
0.382 123.61
LOW 123.43
0.618 123.14
1.000 122.96
1.618 122.67
2.618 122.20
4.250 121.43
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 123.82 123.69
PP 123.74 123.47
S1 123.67 123.26

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

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