Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 122.40 122.74 0.34 0.3% 122.15
High 122.70 122.85 0.15 0.1% 122.85
Low 122.13 121.86 -0.27 -0.2% 121.80
Close 122.52 122.03 -0.49 -0.4% 122.03
Range 0.57 0.99 0.42 73.7% 1.05
ATR 0.74 0.76 0.02 2.4% 0.00
Volume 541,456 646,802 105,346 19.5% 2,914,883
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 125.22 124.61 122.57
R3 124.23 123.62 122.30
R2 123.24 123.24 122.21
R1 122.63 122.63 122.12 122.44
PP 122.25 122.25 122.25 122.15
S1 121.64 121.64 121.94 121.45
S2 121.26 121.26 121.85
S3 120.27 120.65 121.76
S4 119.28 119.66 121.49
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 125.38 124.75 122.61
R3 124.33 123.70 122.32
R2 123.28 123.28 122.22
R1 122.65 122.65 122.13 122.44
PP 122.23 122.23 122.23 122.12
S1 121.60 121.60 121.93 121.39
S2 121.18 121.18 121.84
S3 120.13 120.55 121.74
S4 119.08 119.50 121.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.85 121.80 1.05 0.9% 0.58 0.5% 22% True False 582,976
10 122.85 119.96 2.89 2.4% 0.67 0.6% 72% True False 570,792
20 122.85 119.92 2.93 2.4% 0.77 0.6% 72% True False 636,601
40 122.85 119.92 2.93 2.4% 0.70 0.6% 72% True False 616,661
60 122.85 117.47 5.38 4.4% 0.72 0.6% 85% True False 572,450
80 122.85 117.47 5.38 4.4% 0.71 0.6% 85% True False 430,425
100 124.05 117.47 6.58 5.4% 0.67 0.5% 69% False False 344,445
120 124.80 117.47 7.33 6.0% 0.61 0.5% 62% False False 287,237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127.06
2.618 125.44
1.618 124.45
1.000 123.84
0.618 123.46
HIGH 122.85
0.618 122.47
0.500 122.36
0.382 122.24
LOW 121.86
0.618 121.25
1.000 120.87
1.618 120.26
2.618 119.27
4.250 117.65
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 122.36 122.36
PP 122.25 122.25
S1 122.14 122.14

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

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