Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 120.00 120.37 0.37 0.3% 122.07
High 120.59 120.77 0.18 0.1% 122.18
Low 119.96 120.22 0.26 0.2% 120.00
Close 120.35 120.49 0.14 0.1% 120.26
Range 0.63 0.55 -0.08 -12.7% 2.18
ATR 0.81 0.79 -0.02 -2.3% 0.00
Volume 392,960 562,009 169,049 43.0% 3,646,901
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 122.14 121.87 120.79
R3 121.59 121.32 120.64
R2 121.04 121.04 120.59
R1 120.77 120.77 120.54 120.91
PP 120.49 120.49 120.49 120.56
S1 120.22 120.22 120.44 120.36
S2 119.94 119.94 120.39
S3 119.39 119.67 120.34
S4 118.84 119.12 120.19
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 127.35 125.99 121.46
R3 125.17 123.81 120.86
R2 122.99 122.99 120.66
R1 121.63 121.63 120.46 121.22
PP 120.81 120.81 120.81 120.61
S1 119.45 119.45 120.06 119.04
S2 118.63 118.63 119.86
S3 116.45 117.27 119.66
S4 114.27 115.09 119.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.04 119.96 2.08 1.7% 0.89 0.7% 25% False False 665,816
10 122.28 119.96 2.32 1.9% 0.84 0.7% 23% False False 670,778
20 122.28 119.92 2.36 2.0% 0.80 0.7% 24% False False 668,998
40 122.49 118.32 4.17 3.5% 0.70 0.6% 52% False False 620,530
60 122.49 117.47 5.02 4.2% 0.72 0.6% 60% False False 494,260
80 122.88 117.47 5.41 4.5% 0.69 0.6% 56% False False 371,077
100 124.05 117.47 6.58 5.5% 0.67 0.6% 46% False False 296,987
120 124.80 117.47 7.33 6.1% 0.57 0.5% 41% False False 247,639
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123.11
2.618 122.21
1.618 121.66
1.000 121.32
0.618 121.11
HIGH 120.77
0.618 120.56
0.500 120.50
0.382 120.43
LOW 120.22
0.618 119.88
1.000 119.67
1.618 119.33
2.618 118.78
4.250 117.88
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 120.50 120.73
PP 120.49 120.65
S1 120.49 120.57

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

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