Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 119.93 120.78 0.85 0.7% 122.10
High 120.82 121.29 0.47 0.4% 122.22
Low 119.93 120.59 0.66 0.6% 119.57
Close 120.72 121.09 0.37 0.3% 119.72
Range 0.89 0.70 -0.19 -21.3% 2.65
ATR 0.71 0.71 0.00 -0.1% 0.00
Volume 13,375 2,790 -10,585 -79.1% 5,075
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 123.09 122.79 121.48
R3 122.39 122.09 121.28
R2 121.69 121.69 121.22
R1 121.39 121.39 121.15 121.54
PP 120.99 120.99 120.99 121.07
S1 120.69 120.69 121.03 120.84
S2 120.29 120.29 120.96
S3 119.59 119.99 120.90
S4 118.89 119.29 120.71
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
5 121.29 119.57 1.72 1.4% 0.64 0.5% 88% True False 4,466
10 122.33 119.57 2.76 2.3% 0.65 0.5% 55% False False 2,524
20 122.88 119.57 3.31 2.7% 0.58 0.5% 46% False False 1,527
40 124.05 119.57 4.48 3.7% 0.58 0.5% 34% False False 1,078
60 124.80 119.57 5.23 4.3% 0.41 0.3% 29% False False 1,018
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 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.27
2.618 123.12
1.618 122.42
1.000 121.99
0.618 121.72
HIGH 121.29
0.618 121.02
0.500 120.94
0.382 120.86
LOW 120.59
0.618 120.16
1.000 119.89
1.618 119.46
2.618 118.76
4.250 117.62
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 121.04 120.93
PP 120.99 120.77
S1 120.94 120.61

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

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