Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 121.63 121.59 -0.04 0.0% 120.15
High 122.01 121.86 -0.15 -0.1% 122.28
Low 121.46 121.09 -0.37 -0.3% 119.92
Close 121.59 121.67 0.08 0.1% 122.04
Range 0.55 0.77 0.22 40.0% 2.36
ATR 0.76 0.76 0.00 0.1% 0.00
Volume 634,134 821,046 186,912 29.5% 3,377,215
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 123.85 123.53 122.09
R3 123.08 122.76 121.88
R2 122.31 122.31 121.81
R1 121.99 121.99 121.74 122.15
PP 121.54 121.54 121.54 121.62
S1 121.22 121.22 121.60 121.38
S2 120.77 120.77 121.53
S3 120.00 120.45 121.46
S4 119.23 119.68 121.25
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
5 122.28 120.37 1.91 1.6% 0.85 0.7% 68% False False 713,281
10 122.28 119.92 2.36 1.9% 0.75 0.6% 74% False False 688,874
20 122.49 119.92 2.57 2.1% 0.73 0.6% 68% False False 645,142
40 122.49 117.47 5.02 4.1% 0.68 0.6% 84% False False 615,947
60 122.49 117.47 5.02 4.1% 0.70 0.6% 84% False False 452,793
80 122.88 117.47 5.41 4.4% 0.65 0.5% 78% False False 339,752
100 124.05 117.47 6.58 5.4% 0.64 0.5% 64% False False 271,955
120 124.80 117.47 7.33 6.0% 0.54 0.4% 57% False False 226,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.13
2.618 123.88
1.618 123.11
1.000 122.63
0.618 122.34
HIGH 121.86
0.618 121.57
0.500 121.48
0.382 121.38
LOW 121.09
0.618 120.61
1.000 120.32
1.618 119.84
2.618 119.07
4.250 117.82
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 121.61 121.66
PP 121.54 121.65
S1 121.48 121.64

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

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