Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 122.92 122.72 -0.20 -0.2% 121.90
High 123.02 122.94 -0.08 -0.1% 122.94
Low 122.37 122.32 -0.05 0.0% 121.76
Close 122.63 122.61 -0.02 0.0% 122.63
Range 0.65 0.62 -0.03 -4.6% 1.18
ATR 0.71 0.70 -0.01 -0.9% 0.00
Volume 310,909 792,082 481,173 154.8% 2,857,640
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 124.48 124.17 122.95
R3 123.86 123.55 122.78
R2 123.24 123.24 122.72
R1 122.93 122.93 122.67 122.78
PP 122.62 122.62 122.62 122.55
S1 122.31 122.31 122.55 122.16
S2 122.00 122.00 122.50
S3 121.38 121.69 122.44
S4 120.76 121.07 122.27
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
5 123.02 122.18 0.84 0.7% 0.62 0.5% 51% False False 584,388
10 123.02 121.76 1.26 1.0% 0.63 0.5% 67% False False 579,417
20 123.02 119.96 3.06 2.5% 0.71 0.6% 87% False False 602,133
40 123.02 119.92 3.10 2.5% 0.70 0.6% 87% False False 608,276
60 123.02 117.47 5.55 4.5% 0.70 0.6% 93% False False 611,132
80 123.02 117.47 5.55 4.5% 0.70 0.6% 93% False False 479,894
100 123.02 117.47 5.55 4.5% 0.66 0.5% 93% False False 384,025
120 124.05 117.47 6.58 5.4% 0.65 0.5% 78% False False 320,144
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125.58
2.618 124.56
1.618 123.94
1.000 123.56
0.618 123.32
HIGH 122.94
0.618 122.70
0.500 122.63
0.382 122.56
LOW 122.32
0.618 121.94
1.000 121.70
1.618 121.32
2.618 120.70
4.250 119.69
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 122.63 122.61
PP 122.62 122.60
S1 122.62 122.60

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

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