Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 119.84 119.95 0.11 0.1% 119.71
High 120.20 120.88 0.68 0.6% 121.42
Low 119.69 119.70 0.01 0.0% 119.71
Close 119.90 120.57 0.67 0.6% 120.52
Range 0.51 1.18 0.67 131.4% 1.71
ATR 0.72 0.75 0.03 4.6% 0.00
Volume 4,397 5,245 848 19.3% 21,813
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 123.92 123.43 121.22
R3 122.74 122.25 120.89
R2 121.56 121.56 120.79
R1 121.07 121.07 120.68 121.32
PP 120.38 120.38 120.38 120.51
S1 119.89 119.89 120.46 120.14
S2 119.20 119.20 120.35
S3 118.02 118.71 120.25
S4 116.84 117.53 119.92
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 125.68 124.81 121.46
R3 123.97 123.10 120.99
R2 122.26 122.26 120.83
R1 121.39 121.39 120.68 121.83
PP 120.55 120.55 120.55 120.77
S1 119.68 119.68 120.36 120.12
S2 118.84 118.84 120.21
S3 117.13 117.97 120.05
S4 115.42 116.26 119.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.42 119.69 1.73 1.4% 0.74 0.6% 51% False False 4,311
10 121.42 119.57 1.85 1.5% 0.69 0.6% 54% False False 4,388
20 122.77 119.57 3.20 2.7% 0.63 0.5% 31% False False 2,384
40 124.05 119.57 4.48 3.7% 0.57 0.5% 22% False False 1,460
60 124.80 119.57 5.23 4.3% 0.47 0.4% 19% False False 1,364
80 124.99 119.57 5.42 4.5% 0.35 0.3% 18% False False 1,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 125.90
2.618 123.97
1.618 122.79
1.000 122.06
0.618 121.61
HIGH 120.88
0.618 120.43
0.500 120.29
0.382 120.15
LOW 119.70
0.618 118.97
1.000 118.52
1.618 117.79
2.618 116.61
4.250 114.69
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 120.48 120.48
PP 120.38 120.38
S1 120.29 120.29

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

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