Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 120.15 120.01 -0.14 -0.1% 118.65
High 120.48 120.81 0.33 0.3% 120.00
Low 120.06 119.95 -0.11 -0.1% 118.61
Close 120.33 120.63 0.30 0.2% 119.69
Range 0.42 0.86 0.44 104.8% 1.39
ATR 0.76 0.77 0.01 0.9% 0.00
Volume 629,543 682,725 53,182 8.4% 3,174,667
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 123.04 122.70 121.10
R3 122.18 121.84 120.87
R2 121.32 121.32 120.79
R1 120.98 120.98 120.71 121.15
PP 120.46 120.46 120.46 120.55
S1 120.12 120.12 120.55 120.29
S2 119.60 119.60 120.47
S3 118.74 119.26 120.39
S4 117.88 118.40 120.16
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
5 120.81 118.78 2.03 1.7% 0.70 0.6% 91% True False 633,947
10 120.81 118.32 2.49 2.1% 0.67 0.6% 93% True False 621,997
20 120.81 117.47 3.34 2.8% 0.76 0.6% 95% True False 544,570
40 122.33 117.47 4.86 4.0% 0.72 0.6% 65% False False 276,991
60 124.05 117.47 6.58 5.5% 0.65 0.5% 48% False False 184,824
80 124.80 117.47 7.33 6.1% 0.58 0.5% 43% False False 138,927
100 124.80 117.47 7.33 6.1% 0.47 0.4% 43% False False 111,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124.47
2.618 123.06
1.618 122.20
1.000 121.67
0.618 121.34
HIGH 120.81
0.618 120.48
0.500 120.38
0.382 120.28
LOW 119.95
0.618 119.42
1.000 119.09
1.618 118.56
2.618 117.70
4.250 116.30
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 120.55 120.53
PP 120.46 120.43
S1 120.38 120.33

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

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