Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 121.28 121.69 0.41 0.3% 122.33
High 121.88 121.80 -0.08 -0.1% 122.47
Low 120.97 120.82 -0.15 -0.1% 120.82
Close 121.48 121.15 -0.33 -0.3% 121.15
Range 0.91 0.98 0.07 7.7% 1.65
ATR 0.70 0.72 0.02 2.9% 0.00
Volume 711,344 644,456 -66,888 -9.4% 2,993,743
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 124.20 123.65 121.69
R3 123.22 122.67 121.42
R2 122.24 122.24 121.33
R1 121.69 121.69 121.24 121.48
PP 121.26 121.26 121.26 121.15
S1 120.71 120.71 121.06 120.50
S2 120.28 120.28 120.97
S3 119.30 119.73 120.88
S4 118.32 118.75 120.61
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 126.43 125.44 122.06
R3 124.78 123.79 121.60
R2 123.13 123.13 121.45
R1 122.14 122.14 121.30 121.81
PP 121.48 121.48 121.48 121.32
S1 120.49 120.49 121.00 120.16
S2 119.83 119.83 120.85
S3 118.18 118.84 120.70
S4 116.53 117.19 120.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.47 120.82 1.65 1.4% 0.73 0.6% 20% False True 598,748
10 122.49 120.82 1.67 1.4% 0.65 0.5% 20% False True 565,551
20 122.49 118.78 3.71 3.1% 0.64 0.5% 64% False False 587,084
40 122.49 117.47 5.02 4.1% 0.70 0.6% 73% False False 472,354
60 122.77 117.47 5.30 4.4% 0.67 0.6% 69% False False 315,613
80 124.05 117.47 6.58 5.4% 0.63 0.5% 56% False False 236,853
100 124.80 117.47 7.33 6.1% 0.55 0.5% 50% False False 189,708
120 124.99 117.47 7.52 6.2% 0.46 0.4% 49% False False 158,115
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 0.13
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 125.97
2.618 124.37
1.618 123.39
1.000 122.78
0.618 122.41
HIGH 121.80
0.618 121.43
0.500 121.31
0.382 121.19
LOW 120.82
0.618 120.21
1.000 119.84
1.618 119.23
2.618 118.25
4.250 116.66
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 121.31 121.35
PP 121.26 121.28
S1 121.20 121.22

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

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