Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 119.67 119.24 -0.43 -0.4% 118.65
High 119.87 119.85 -0.02 0.0% 120.00
Low 119.05 118.78 -0.27 -0.2% 118.61
Close 119.28 119.69 0.41 0.3% 119.69
Range 0.82 1.07 0.25 30.5% 1.39
ATR 0.81 0.82 0.02 2.3% 0.00
Volume 715,874 616,934 -98,940 -13.8% 3,174,667
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.65 122.24 120.28
R3 121.58 121.17 119.98
R2 120.51 120.51 119.89
R1 120.10 120.10 119.79 120.31
PP 119.44 119.44 119.44 119.54
S1 119.03 119.03 119.59 119.24
S2 118.37 118.37 119.49
S3 117.30 117.96 119.40
S4 116.23 116.89 119.10
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 123.60 123.04 120.45
R3 122.21 121.65 120.07
R2 120.82 120.82 119.94
R1 120.26 120.26 119.82 120.54
PP 119.43 119.43 119.43 119.58
S1 118.87 118.87 119.56 119.15
S2 118.04 118.04 119.44
S3 116.65 117.48 119.31
S4 115.26 116.09 118.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.00 118.61 1.39 1.2% 0.77 0.6% 78% False False 634,933
10 120.00 117.47 2.53 2.1% 0.73 0.6% 88% False False 599,188
20 120.00 117.47 2.53 2.1% 0.76 0.6% 88% False False 423,530
40 122.77 117.47 5.30 4.4% 0.71 0.6% 42% False False 213,189
60 124.05 117.47 6.58 5.5% 0.63 0.5% 34% False False 142,305
80 124.80 117.47 7.33 6.1% 0.55 0.5% 30% False False 107,023
100 124.99 117.47 7.52 6.3% 0.44 0.4% 30% False False 85,649
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 0.16
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 124.40
2.618 122.65
1.618 121.58
1.000 120.92
0.618 120.51
HIGH 119.85
0.618 119.44
0.500 119.32
0.382 119.19
LOW 118.78
0.618 118.12
1.000 117.71
1.618 117.05
2.618 115.98
4.250 114.23
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 119.57 119.59
PP 119.44 119.49
S1 119.32 119.39

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

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