Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 120.10 119.71 -0.39 -0.3% 122.10
High 120.17 120.41 0.24 0.2% 122.22
Low 119.57 119.71 0.14 0.1% 119.57
Close 119.72 120.30 0.58 0.5% 119.72
Range 0.60 0.70 0.10 16.7% 2.65
ATR 0.74 0.73 0.00 -0.3% 0.00
Volume 2,325 1,217 -1,108 -47.7% 5,075
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 122.24 121.97 120.69
R3 121.54 121.27 120.49
R2 120.84 120.84 120.43
R1 120.57 120.57 120.36 120.71
PP 120.14 120.14 120.14 120.21
S1 119.87 119.87 120.24 120.01
S2 119.44 119.44 120.17
S3 118.74 119.17 120.11
S4 118.04 118.47 119.92
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 128.45 126.74 121.18
R3 125.80 124.09 120.45
R2 123.15 123.15 120.21
R1 121.44 121.44 119.96 120.97
PP 120.50 120.50 120.50 120.27
S1 118.79 118.79 119.48 118.32
S2 117.85 117.85 119.23
S3 115.20 116.14 118.99
S4 112.55 113.49 118.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.99 119.57 2.42 2.0% 0.67 0.6% 30% False False 1,198
10 122.77 119.57 3.20 2.7% 0.64 0.5% 23% False False 693
20 122.88 119.57 3.31 2.8% 0.53 0.4% 22% False False 683
40 124.05 119.57 4.48 3.7% 0.56 0.5% 16% False False 701
60 124.80 119.57 5.23 4.3% 0.38 0.3% 14% False False 720
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 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.39
2.618 122.24
1.618 121.54
1.000 121.11
0.618 120.84
HIGH 120.41
0.618 120.14
0.500 120.06
0.382 119.98
LOW 119.71
0.618 119.28
1.000 119.01
1.618 118.58
2.618 117.88
4.250 116.74
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 120.22 120.34
PP 120.14 120.32
S1 120.06 120.31

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

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