Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 122.57 122.92 0.35 0.3% 121.90
High 122.84 123.02 0.18 0.1% 122.94
Low 122.18 122.37 0.19 0.2% 121.76
Close 122.63 122.63 0.00 0.0% 122.63
Range 0.66 0.65 -0.01 -1.5% 1.18
ATR 0.72 0.71 0.00 -0.7% 0.00
Volume 500,754 310,909 -189,845 -37.9% 2,857,640
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 124.62 124.28 122.99
R3 123.97 123.63 122.81
R2 123.32 123.32 122.75
R1 122.98 122.98 122.69 122.83
PP 122.67 122.67 122.67 122.60
S1 122.33 122.33 122.57 122.18
S2 122.02 122.02 122.51
S3 121.37 121.68 122.45
S4 120.72 121.03 122.27
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 125.98 125.49 123.28
R3 124.80 124.31 122.95
R2 123.62 123.62 122.85
R1 123.13 123.13 122.74 123.38
PP 122.44 122.44 122.44 122.57
S1 121.95 121.95 122.52 122.20
S2 121.26 121.26 122.41
S3 120.08 120.77 122.31
S4 118.90 119.59 121.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.02 122.17 0.85 0.7% 0.59 0.5% 54% True False 534,942
10 123.02 121.76 1.26 1.0% 0.61 0.5% 69% True False 554,049
20 123.02 119.96 3.06 2.5% 0.70 0.6% 87% True False 594,235
40 123.02 119.92 3.10 2.5% 0.71 0.6% 87% True False 608,054
60 123.02 117.47 5.55 4.5% 0.70 0.6% 93% True False 610,591
80 123.02 117.47 5.55 4.5% 0.71 0.6% 93% True False 469,999
100 123.02 117.47 5.55 4.5% 0.66 0.5% 93% True False 376,104
120 124.73 117.47 7.26 5.9% 0.64 0.5% 71% False False 313,588
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.78
2.618 124.72
1.618 124.07
1.000 123.67
0.618 123.42
HIGH 123.02
0.618 122.77
0.500 122.70
0.382 122.62
LOW 122.37
0.618 121.97
1.000 121.72
1.618 121.32
2.618 120.67
4.250 119.61
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 122.70 122.62
PP 122.67 122.61
S1 122.65 122.60

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

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