Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 121.19 122.07 0.88 0.7% 120.15
High 122.28 122.18 -0.10 -0.1% 122.28
Low 121.14 121.44 0.30 0.2% 119.92
Close 122.04 121.62 -0.42 -0.3% 122.04
Range 1.14 0.74 -0.40 -35.1% 2.36
ATR 0.78 0.78 0.00 -0.3% 0.00
Volume 822,792 638,656 -184,136 -22.4% 3,377,215
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 123.97 123.53 122.03
R3 123.23 122.79 121.82
R2 122.49 122.49 121.76
R1 122.05 122.05 121.69 121.90
PP 121.75 121.75 121.75 121.67
S1 121.31 121.31 121.55 121.16
S2 121.01 121.01 121.48
S3 120.27 120.57 121.42
S4 119.53 119.83 121.21
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
5 122.28 119.98 2.30 1.9% 0.88 0.7% 71% False False 683,408
10 122.28 119.92 2.36 1.9% 0.78 0.6% 72% False False 678,195
20 122.49 119.92 2.57 2.1% 0.71 0.6% 66% False False 621,873
40 122.49 117.47 5.02 4.1% 0.70 0.6% 83% False False 618,769
60 122.49 117.47 5.02 4.1% 0.71 0.6% 83% False False 428,587
80 122.88 117.47 5.41 4.4% 0.65 0.5% 77% False False 321,571
100 124.73 117.47 7.26 6.0% 0.63 0.5% 57% False False 257,458
120 124.80 117.47 7.33 6.0% 0.52 0.4% 57% False False 214,623
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.33
2.618 124.12
1.618 123.38
1.000 122.92
0.618 122.64
HIGH 122.18
0.618 121.90
0.500 121.81
0.382 121.72
LOW 121.44
0.618 120.98
1.000 120.70
1.618 120.24
2.618 119.50
4.250 118.30
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 121.81 121.52
PP 121.75 121.42
S1 121.68 121.33

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

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