Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 120.65 121.19 0.54 0.4% 120.15
High 121.40 122.28 0.88 0.7% 122.28
Low 120.37 121.14 0.77 0.6% 119.92
Close 120.82 122.04 1.22 1.0% 122.04
Range 1.03 1.14 0.11 10.7% 2.36
ATR 0.73 0.78 0.05 7.2% 0.00
Volume 649,778 822,792 173,014 26.6% 3,377,215
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 125.24 124.78 122.67
R3 124.10 123.64 122.35
R2 122.96 122.96 122.25
R1 122.50 122.50 122.14 122.73
PP 121.82 121.82 121.82 121.94
S1 121.36 121.36 121.94 121.59
S2 120.68 120.68 121.83
S3 119.54 120.22 121.73
S4 118.40 119.08 121.41
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 128.49 127.63 123.34
R3 126.13 125.27 122.69
R2 123.77 123.77 122.47
R1 122.91 122.91 122.26 123.34
PP 121.41 121.41 121.41 121.63
S1 120.55 120.55 121.82 120.98
S2 119.05 119.05 121.61
S3 116.69 118.19 121.39
S4 114.33 115.83 120.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.28 119.92 2.36 1.9% 0.82 0.7% 90% True False 675,443
10 122.28 119.92 2.36 1.9% 0.80 0.7% 90% True False 678,775
20 122.49 119.92 2.57 2.1% 0.70 0.6% 82% False False 621,538
40 122.49 117.47 5.02 4.1% 0.71 0.6% 91% False False 614,825
60 122.49 117.47 5.02 4.1% 0.71 0.6% 91% False False 417,963
80 122.88 117.47 5.41 4.4% 0.65 0.5% 84% False False 313,599
100 124.80 117.47 7.33 6.0% 0.62 0.5% 62% False False 251,133
120 124.80 117.47 7.33 6.0% 0.52 0.4% 62% False False 209,302
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 41 trading days
Fibonacci Retracements and Extensions
4.250 127.13
2.618 125.26
1.618 124.12
1.000 123.42
0.618 122.98
HIGH 122.28
0.618 121.84
0.500 121.71
0.382 121.58
LOW 121.14
0.618 120.44
1.000 120.00
1.618 119.30
2.618 118.16
4.250 116.30
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 121.93 121.80
PP 121.82 121.56
S1 121.71 121.33

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

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