Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 120.69 120.65 -0.04 0.0% 121.22
High 121.05 121.40 0.35 0.3% 121.70
Low 120.57 120.37 -0.20 -0.2% 120.15
Close 120.83 120.82 -0.01 0.0% 120.33
Range 0.48 1.03 0.55 114.6% 1.55
ATR 0.70 0.73 0.02 3.3% 0.00
Volume 633,340 649,778 16,438 2.6% 2,766,079
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 123.95 123.42 121.39
R3 122.92 122.39 121.10
R2 121.89 121.89 121.01
R1 121.36 121.36 120.91 121.63
PP 120.86 120.86 120.86 121.00
S1 120.33 120.33 120.73 120.60
S2 119.83 119.83 120.63
S3 118.80 119.30 120.54
S4 117.77 118.27 120.25
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
5 121.40 119.92 1.48 1.2% 0.68 0.6% 61% True False 627,758
10 121.88 119.92 1.96 1.6% 0.78 0.6% 46% False False 667,630
20 122.49 119.92 2.57 2.1% 0.66 0.5% 35% False False 613,368
40 122.49 117.47 5.02 4.2% 0.69 0.6% 67% False False 598,971
60 122.49 117.47 5.02 4.2% 0.69 0.6% 67% False False 404,262
80 123.65 117.47 6.18 5.1% 0.65 0.5% 54% False False 303,315
100 124.80 117.47 7.33 6.1% 0.61 0.5% 46% False False 242,906
120 124.80 117.47 7.33 6.1% 0.51 0.4% 46% False False 202,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 125.78
2.618 124.10
1.618 123.07
1.000 122.43
0.618 122.04
HIGH 121.40
0.618 121.01
0.500 120.89
0.382 120.76
LOW 120.37
0.618 119.73
1.000 119.34
1.618 118.70
2.618 117.67
4.250 115.99
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 120.89 120.78
PP 120.86 120.73
S1 120.84 120.69

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

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