Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 122.00 122.02 0.02 0.0% 122.19
High 122.63 122.33 -0.30 -0.2% 122.88
Low 121.80 121.85 0.05 0.0% 121.55
Close 122.63 122.08 -0.55 -0.4% 121.97
Range 0.83 0.48 -0.35 -42.2% 1.33
ATR 0.69 0.69 0.01 1.0% 0.00
Volume 86 162 76 88.4% 4,790
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 123.53 123.28 122.34
R3 123.05 122.80 122.21
R2 122.57 122.57 122.17
R1 122.32 122.32 122.12 122.45
PP 122.09 122.09 122.09 122.15
S1 121.84 121.84 122.04 121.97
S2 121.61 121.61 121.99
S3 121.13 121.36 121.95
S4 120.65 120.88 121.82
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 126.12 125.38 122.70
R3 124.79 124.05 122.34
R2 123.46 123.46 122.21
R1 122.72 122.72 122.09 122.43
PP 122.13 122.13 122.13 121.99
S1 121.39 121.39 121.85 121.10
S2 120.80 120.80 121.73
S3 119.47 120.06 121.60
S4 118.14 118.73 121.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.77 121.80 0.97 0.8% 0.52 0.4% 29% False False 180
10 122.88 121.21 1.67 1.4% 0.55 0.4% 52% False False 546
20 124.05 121.18 2.87 2.4% 0.51 0.4% 31% False False 462
40 124.80 121.18 3.62 3.0% 0.47 0.4% 25% False False 866
60 124.80 120.12 4.68 3.8% 0.31 0.3% 42% False False 625
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 False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.37
2.618 123.59
1.618 123.11
1.000 122.81
0.618 122.63
HIGH 122.33
0.618 122.15
0.500 122.09
0.382 122.03
LOW 121.85
0.618 121.55
1.000 121.37
1.618 121.07
2.618 120.59
4.250 119.81
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 122.09 122.29
PP 122.09 122.22
S1 122.08 122.15

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

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