Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 121.59 121.31 -0.28 -0.2% 120.15
High 121.86 122.04 0.18 0.1% 122.28
Low 121.09 121.06 -0.03 0.0% 119.92
Close 121.67 121.43 -0.24 -0.2% 122.04
Range 0.77 0.98 0.21 27.3% 2.36
ATR 0.76 0.78 0.02 2.1% 0.00
Volume 821,046 839,525 18,479 2.3% 3,377,215
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 124.45 123.92 121.97
R3 123.47 122.94 121.70
R2 122.49 122.49 121.61
R1 121.96 121.96 121.52 122.23
PP 121.51 121.51 121.51 121.64
S1 120.98 120.98 121.34 121.25
S2 120.53 120.53 121.25
S3 119.55 120.00 121.16
S4 118.57 119.02 120.89
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
5 122.28 121.06 1.22 1.0% 0.84 0.7% 30% False True 751,230
10 122.28 119.92 2.36 1.9% 0.76 0.6% 64% False False 689,494
20 122.47 119.92 2.55 2.1% 0.75 0.6% 59% False False 657,327
40 122.49 117.52 4.97 4.1% 0.68 0.6% 79% False False 624,252
60 122.49 117.47 5.02 4.1% 0.71 0.6% 79% False False 466,765
80 122.88 117.47 5.41 4.5% 0.66 0.5% 73% False False 350,244
100 124.05 117.47 6.58 5.4% 0.65 0.5% 60% False False 280,339
120 124.80 117.47 7.33 6.0% 0.54 0.4% 54% False False 233,742
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126.21
2.618 124.61
1.618 123.63
1.000 123.02
0.618 122.65
HIGH 122.04
0.618 121.67
0.500 121.55
0.382 121.43
LOW 121.06
0.618 120.45
1.000 120.08
1.618 119.47
2.618 118.49
4.250 116.90
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 121.55 121.55
PP 121.51 121.51
S1 121.47 121.47

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

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