Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 120.12 120.69 0.57 0.5% 121.22
High 120.97 121.05 0.08 0.1% 121.70
Low 119.98 120.57 0.59 0.5% 120.15
Close 120.77 120.83 0.06 0.0% 120.33
Range 0.99 0.48 -0.51 -51.5% 1.55
ATR 0.72 0.70 -0.02 -2.4% 0.00
Volume 672,474 633,340 -39,134 -5.8% 2,766,079
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 122.26 122.02 121.09
R3 121.78 121.54 120.96
R2 121.30 121.30 120.92
R1 121.06 121.06 120.87 121.18
PP 120.82 120.82 120.82 120.88
S1 120.58 120.58 120.79 120.70
S2 120.34 120.34 120.74
S3 119.86 120.10 120.70
S4 119.38 119.62 120.57
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
5 121.33 119.92 1.41 1.2% 0.66 0.5% 65% False False 664,467
10 121.88 119.92 1.96 1.6% 0.75 0.6% 46% False False 667,195
20 122.49 119.92 2.57 2.1% 0.63 0.5% 35% False False 601,432
40 122.49 117.47 5.02 4.2% 0.70 0.6% 67% False False 584,057
60 122.49 117.47 5.02 4.2% 0.69 0.6% 67% False False 393,438
80 124.05 117.47 6.58 5.4% 0.64 0.5% 51% False False 295,194
100 124.80 117.47 7.33 6.1% 0.60 0.5% 46% False False 236,409
120 124.80 117.47 7.33 6.1% 0.50 0.4% 46% False False 197,031
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.09
2.618 122.31
1.618 121.83
1.000 121.53
0.618 121.35
HIGH 121.05
0.618 120.87
0.500 120.81
0.382 120.75
LOW 120.57
0.618 120.27
1.000 120.09
1.618 119.79
2.618 119.31
4.250 118.53
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 120.82 120.72
PP 120.82 120.60
S1 120.81 120.49

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

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