Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 119.71 120.32 0.61 0.5% 122.10
High 120.41 120.32 -0.09 -0.1% 122.22
Low 119.71 120.03 0.32 0.3% 119.57
Close 120.30 120.02 -0.28 -0.2% 119.72
Range 0.70 0.29 -0.41 -58.6% 2.65
ATR 0.73 0.70 -0.03 -4.3% 0.00
Volume 1,217 2,625 1,408 115.7% 5,075
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 120.99 120.80 120.18
R3 120.70 120.51 120.10
R2 120.41 120.41 120.07
R1 120.22 120.22 120.05 120.17
PP 120.12 120.12 120.12 120.10
S1 119.93 119.93 119.99 119.88
S2 119.83 119.83 119.97
S3 119.54 119.64 119.94
S4 119.25 119.35 119.86
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% 0.64 0.5% 19% False False 1,575
10 122.77 119.57 3.20 2.7% 0.62 0.5% 14% False False 930
20 122.88 119.57 3.31 2.8% 0.52 0.4% 14% False False 772
40 124.05 119.57 4.48 3.7% 0.56 0.5% 10% False False 757
60 124.80 119.57 5.23 4.4% 0.38 0.3% 9% False False 762
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 121.55
2.618 121.08
1.618 120.79
1.000 120.61
0.618 120.50
HIGH 120.32
0.618 120.21
0.500 120.18
0.382 120.14
LOW 120.03
0.618 119.85
1.000 119.74
1.618 119.56
2.618 119.27
4.250 118.80
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 120.18 120.01
PP 120.12 120.00
S1 120.07 119.99

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

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