Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 122.12 121.82 -0.30 -0.2% 121.55
High 122.33 121.95 -0.38 -0.3% 121.90
Low 122.10 121.74 -0.36 -0.3% 121.18
Close 122.39 122.11 -0.28 -0.2% 121.24
Range 0.23 0.21 -0.02 -8.7% 0.72
ATR 0.67 0.67 0.00 -0.3% 0.00
Volume 107 10 -97 -90.7% 1,704
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 122.56 122.55 122.23
R3 122.35 122.34 122.17
R2 122.14 122.14 122.15
R1 122.13 122.13 122.13 122.14
PP 121.93 121.93 121.93 121.94
S1 121.92 121.92 122.09 121.93
S2 121.72 121.72 122.07
S3 121.51 121.71 122.05
S4 121.30 121.50 121.99
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 123.60 123.14 121.64
R3 122.88 122.42 121.44
R2 122.16 122.16 121.37
R1 121.70 121.70 121.31 121.57
PP 121.44 121.44 121.44 121.38
S1 120.98 120.98 121.17 120.85
S2 120.72 120.72 121.11
S3 120.00 120.26 121.04
S4 119.28 119.54 120.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.33 121.18 1.15 0.9% 0.26 0.2% 81% False False 400
10 124.05 121.18 2.87 2.4% 0.48 0.4% 32% False False 378
20 124.05 121.18 2.87 2.4% 0.57 0.5% 32% False False 432
40 124.80 121.18 3.62 3.0% 0.33 0.3% 26% False False 754
60 124.99 120.12 4.87 4.0% 0.22 0.2% 41% False False 550
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 2 trading days
Fibonacci Retracements and Extensions
4.250 122.84
2.618 122.50
1.618 122.29
1.000 122.16
0.618 122.08
HIGH 121.95
0.618 121.87
0.500 121.85
0.382 121.82
LOW 121.74
0.618 121.61
1.000 121.53
1.618 121.40
2.618 121.19
4.250 120.85
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 122.02 122.08
PP 121.93 122.04
S1 121.85 122.01

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

View Archives - Comment on this page... - Back to Index of Symbols