Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 120.58 120.46 -0.12 -0.1% 122.07
High 120.99 121.14 0.15 0.1% 122.18
Low 120.32 120.13 -0.19 -0.2% 120.00
Close 120.65 120.86 0.21 0.2% 120.26
Range 0.67 1.01 0.34 50.7% 2.18
ATR 0.79 0.80 0.02 2.0% 0.00
Volume 566,242 683,277 117,035 20.7% 3,646,901
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 123.74 123.31 121.42
R3 122.73 122.30 121.14
R2 121.72 121.72 121.05
R1 121.29 121.29 120.95 121.51
PP 120.71 120.71 120.71 120.82
S1 120.28 120.28 120.77 120.50
S2 119.70 119.70 120.67
S3 118.69 119.27 120.58
S4 117.68 118.26 120.30
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
5 121.50 119.96 1.54 1.3% 0.87 0.7% 58% False False 583,605
10 122.28 119.96 2.32 1.9% 0.85 0.7% 39% False False 667,418
20 122.28 119.92 2.36 2.0% 0.82 0.7% 40% False False 667,524
40 122.49 118.78 3.71 3.1% 0.70 0.6% 56% False False 625,333
60 122.49 117.47 5.02 4.2% 0.73 0.6% 68% False False 515,030
80 122.88 117.47 5.41 4.5% 0.70 0.6% 63% False False 386,696
100 124.05 117.47 6.58 5.4% 0.66 0.5% 52% False False 309,430
120 124.80 117.47 7.33 6.1% 0.58 0.5% 46% False False 258,047
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 0.19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125.43
2.618 123.78
1.618 122.77
1.000 122.15
0.618 121.76
HIGH 121.14
0.618 120.75
0.500 120.64
0.382 120.52
LOW 120.13
0.618 119.51
1.000 119.12
1.618 118.50
2.618 117.49
4.250 115.84
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 120.79 120.79
PP 120.71 120.71
S1 120.64 120.64

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

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