Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 121.30 121.10 -0.20 -0.2% 122.33
High 121.70 121.33 -0.37 -0.3% 122.47
Low 121.04 120.40 -0.64 -0.5% 120.82
Close 121.31 120.55 -0.76 -0.6% 121.15
Range 0.66 0.93 0.27 40.9% 1.65
ATR 0.72 0.74 0.01 2.0% 0.00
Volume 686,263 833,322 147,059 21.4% 2,993,743
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 123.55 122.98 121.06
R3 122.62 122.05 120.81
R2 121.69 121.69 120.72
R1 121.12 121.12 120.64 120.94
PP 120.76 120.76 120.76 120.67
S1 120.19 120.19 120.46 120.01
S2 119.83 119.83 120.38
S3 118.90 119.26 120.29
S4 117.97 118.33 120.04
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
5 121.88 120.40 1.48 1.2% 0.87 0.7% 10% False True 707,502
10 122.47 120.40 2.07 1.7% 0.73 0.6% 7% False True 625,159
20 122.49 119.85 2.64 2.2% 0.63 0.5% 27% False False 601,933
40 122.49 117.47 5.02 4.2% 0.70 0.6% 61% False False 526,431
60 122.77 117.47 5.30 4.4% 0.69 0.6% 58% False False 351,965
80 124.05 117.47 6.58 5.5% 0.64 0.5% 47% False False 264,101
100 124.80 117.47 7.33 6.1% 0.58 0.5% 42% False False 211,523
120 124.99 117.47 7.52 6.2% 0.48 0.4% 41% False False 176,296
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.28
2.618 123.76
1.618 122.83
1.000 122.26
0.618 121.90
HIGH 121.33
0.618 120.97
0.500 120.87
0.382 120.76
LOW 120.40
0.618 119.83
1.000 119.47
1.618 118.90
2.618 117.97
4.250 116.45
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 120.87 121.05
PP 120.76 120.88
S1 120.66 120.72

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

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