Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 122.43 122.49 0.06 0.0% 122.15
High 122.63 122.89 0.26 0.2% 122.85
Low 122.17 122.27 0.10 0.1% 121.80
Close 122.44 122.81 0.37 0.3% 122.03
Range 0.46 0.62 0.16 34.8% 1.05
ATR 0.74 0.73 -0.01 -1.2% 0.00
Volume 544,851 697,811 152,960 28.1% 2,914,883
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 124.52 124.28 123.15
R3 123.90 123.66 122.98
R2 123.28 123.28 122.92
R1 123.04 123.04 122.87 123.16
PP 122.66 122.66 122.66 122.72
S1 122.42 122.42 122.75 122.54
S2 122.04 122.04 122.70
S3 121.42 121.80 122.64
S4 120.80 121.18 122.47
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
5 122.89 121.76 1.13 0.9% 0.66 0.5% 93% True False 584,951
10 122.89 120.13 2.76 2.2% 0.66 0.5% 97% True False 592,321
20 122.89 119.96 2.93 2.4% 0.76 0.6% 97% True False 628,194
40 122.89 119.92 2.97 2.4% 0.69 0.6% 97% True False 614,813
60 122.89 117.47 5.42 4.4% 0.72 0.6% 99% True False 598,769
80 122.89 117.47 5.42 4.4% 0.71 0.6% 99% True False 452,127
100 124.05 117.47 6.58 5.4% 0.67 0.5% 81% False False 361,794
120 124.80 117.47 7.33 6.0% 0.63 0.5% 73% False False 301,706
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 True
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.53
2.618 124.51
1.618 123.89
1.000 123.51
0.618 123.27
HIGH 122.89
0.618 122.65
0.500 122.58
0.382 122.51
LOW 122.27
0.618 121.89
1.000 121.65
1.618 121.27
2.618 120.65
4.250 119.64
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 122.73 122.65
PP 122.66 122.49
S1 122.58 122.33

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

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