Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 121.10 120.52 -0.58 -0.5% 121.22
High 121.33 120.61 -0.72 -0.6% 121.70
Low 120.40 120.15 -0.25 -0.2% 120.15
Close 120.55 120.33 -0.22 -0.2% 120.33
Range 0.93 0.46 -0.47 -50.5% 1.55
ATR 0.74 0.72 -0.02 -2.7% 0.00
Volume 833,322 584,369 -248,953 -29.9% 2,766,079
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 121.74 121.50 120.58
R3 121.28 121.04 120.46
R2 120.82 120.82 120.41
R1 120.58 120.58 120.37 120.47
PP 120.36 120.36 120.36 120.31
S1 120.12 120.12 120.29 120.01
S2 119.90 119.90 120.25
S3 119.44 119.66 120.20
S4 118.98 119.20 120.08
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 125.38 124.40 121.18
R3 123.83 122.85 120.76
R2 122.28 122.28 120.61
R1 121.30 121.30 120.47 121.02
PP 120.73 120.73 120.73 120.58
S1 119.75 119.75 120.19 119.47
S2 119.18 119.18 120.05
S3 117.63 118.20 119.90
S4 116.08 116.65 119.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.80 120.15 1.65 1.4% 0.78 0.7% 11% False True 682,107
10 122.47 120.15 2.32 1.9% 0.72 0.6% 8% False True 618,612
20 122.49 119.95 2.54 2.1% 0.63 0.5% 15% False False 596,721
40 122.49 117.47 5.02 4.2% 0.70 0.6% 57% False False 540,374
60 122.77 117.47 5.30 4.4% 0.69 0.6% 54% False False 361,700
80 124.05 117.47 6.58 5.5% 0.64 0.5% 43% False False 271,406
100 124.80 117.47 7.33 6.1% 0.58 0.5% 39% False False 217,365
120 124.99 117.47 7.52 6.2% 0.48 0.4% 38% False False 181,166
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 122.57
2.618 121.81
1.618 121.35
1.000 121.07
0.618 120.89
HIGH 120.61
0.618 120.43
0.500 120.38
0.382 120.33
LOW 120.15
0.618 119.87
1.000 119.69
1.618 119.41
2.618 118.95
4.250 118.20
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 120.38 120.93
PP 120.36 120.73
S1 120.35 120.53

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

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