Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 117.50 118.20 0.70 0.6% 118.90
High 118.36 118.69 0.33 0.3% 119.31
Low 117.47 118.05 0.58 0.5% 117.56
Close 118.20 118.59 0.39 0.3% 117.66
Range 0.89 0.64 -0.25 -28.1% 1.75
ATR 0.84 0.83 -0.01 -1.7% 0.00
Volume 507,334 600,590 93,256 18.4% 2,290,802
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 120.36 120.12 118.94
R3 119.72 119.48 118.77
R2 119.08 119.08 118.71
R1 118.84 118.84 118.65 118.96
PP 118.44 118.44 118.44 118.51
S1 118.20 118.20 118.53 118.32
S2 117.80 117.80 118.47
S3 117.16 117.56 118.41
S4 116.52 116.92 118.24
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 123.43 122.29 118.62
R3 121.68 120.54 118.14
R2 119.93 119.93 117.98
R1 118.79 118.79 117.82 118.49
PP 118.18 118.18 118.18 118.02
S1 117.04 117.04 117.50 116.74
S2 116.43 116.43 117.34
S3 114.68 115.29 117.18
S4 112.93 113.54 116.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.31 117.47 1.84 1.6% 0.94 0.8% 61% False False 631,378
10 119.31 117.47 1.84 1.6% 0.82 0.7% 61% False False 355,606
20 121.42 117.47 3.95 3.3% 0.77 0.7% 28% False False 181,690
40 122.88 117.47 5.41 4.6% 0.65 0.5% 21% False False 91,231
60 124.05 117.47 6.58 5.5% 0.63 0.5% 17% False False 61,068
80 124.80 117.47 7.33 6.2% 0.48 0.4% 15% False False 45,994
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.17
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121.41
2.618 120.37
1.618 119.73
1.000 119.33
0.618 119.09
HIGH 118.69
0.618 118.45
0.500 118.37
0.382 118.29
LOW 118.05
0.618 117.65
1.000 117.41
1.618 117.01
2.618 116.37
4.250 115.33
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 118.52 118.42
PP 118.44 118.25
S1 118.37 118.08

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

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