Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 120.15 120.12 -0.03 0.0% 121.22
High 120.36 120.97 0.61 0.5% 121.70
Low 119.92 119.98 0.06 0.1% 120.15
Close 120.30 120.77 0.47 0.4% 120.33
Range 0.44 0.99 0.55 125.0% 1.55
ATR 0.70 0.72 0.02 3.0% 0.00
Volume 598,831 672,474 73,643 12.3% 2,766,079
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 123.54 123.15 121.31
R3 122.55 122.16 121.04
R2 121.56 121.56 120.95
R1 121.17 121.17 120.86 121.37
PP 120.57 120.57 120.57 120.67
S1 120.18 120.18 120.68 120.38
S2 119.58 119.58 120.59
S3 118.59 119.19 120.50
S4 117.60 118.20 120.23
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
5 121.70 119.92 1.78 1.5% 0.70 0.6% 48% False False 675,051
10 122.05 119.92 2.13 1.8% 0.76 0.6% 40% False False 667,218
20 122.49 119.92 2.57 2.1% 0.64 0.5% 33% False False 594,673
40 122.49 117.47 5.02 4.2% 0.70 0.6% 66% False False 569,621
60 122.49 117.47 5.02 4.2% 0.69 0.6% 66% False False 382,885
80 124.05 117.47 6.58 5.4% 0.64 0.5% 50% False False 287,286
100 124.80 117.47 7.33 6.1% 0.60 0.5% 45% False False 230,076
120 124.80 117.47 7.33 6.1% 0.50 0.4% 45% False False 191,756
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 0.18
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 125.18
2.618 123.56
1.618 122.57
1.000 121.96
0.618 121.58
HIGH 120.97
0.618 120.59
0.500 120.48
0.382 120.36
LOW 119.98
0.618 119.37
1.000 118.99
1.618 118.38
2.618 117.39
4.250 115.77
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 120.67 120.66
PP 120.57 120.55
S1 120.48 120.45

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

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