Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 119.54 119.67 0.13 0.1% 117.50
High 120.00 119.87 -0.13 -0.1% 118.80
Low 119.47 119.05 -0.42 -0.4% 117.47
Close 119.86 119.28 -0.58 -0.5% 118.52
Range 0.53 0.82 0.29 54.7% 1.33
ATR 0.80 0.81 0.00 0.1% 0.00
Volume 634,234 715,874 81,640 12.9% 2,817,217
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 121.86 121.39 119.73
R3 121.04 120.57 119.51
R2 120.22 120.22 119.43
R1 119.75 119.75 119.36 119.58
PP 119.40 119.40 119.40 119.31
S1 118.93 118.93 119.20 118.76
S2 118.58 118.58 119.13
S3 117.76 118.11 119.05
S4 116.94 117.29 118.83
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.25 121.72 119.25
R3 120.92 120.39 118.89
R2 119.59 119.59 118.76
R1 119.06 119.06 118.64 119.33
PP 118.26 118.26 118.26 118.40
S1 117.73 117.73 118.40 118.00
S2 116.93 116.93 118.28
S3 115.60 116.40 118.15
S4 114.27 115.07 117.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.00 118.32 1.68 1.4% 0.65 0.5% 57% False False 610,047
10 120.00 117.47 2.53 2.1% 0.74 0.6% 72% False False 618,335
20 120.00 117.47 2.53 2.1% 0.75 0.6% 72% False False 393,155
40 122.77 117.47 5.30 4.4% 0.69 0.6% 34% False False 197,769
60 124.05 117.47 6.58 5.5% 0.63 0.5% 28% False False 132,025
80 124.80 117.47 7.33 6.1% 0.54 0.5% 25% False False 99,312
100 124.99 117.47 7.52 6.3% 0.43 0.4% 24% False False 79,480
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.36
2.618 122.02
1.618 121.20
1.000 120.69
0.618 120.38
HIGH 119.87
0.618 119.56
0.500 119.46
0.382 119.36
LOW 119.05
0.618 118.54
1.000 118.23
1.618 117.72
2.618 116.90
4.250 115.57
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 119.46 119.53
PP 119.40 119.44
S1 119.34 119.36

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

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