Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 122.86 122.86 0.00 0.0% 121.90
High 123.12 122.91 -0.21 -0.2% 122.94
Low 122.72 122.52 -0.20 -0.2% 121.76
Close 122.90 122.76 -0.14 -0.1% 122.63
Range 0.40 0.39 -0.01 -2.5% 1.18
ATR 0.69 0.67 -0.02 -3.1% 0.00
Volume 944,593 1,156,913 212,320 22.5% 2,857,640
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 123.90 123.72 122.97
R3 123.51 123.33 122.87
R2 123.12 123.12 122.83
R1 122.94 122.94 122.80 122.84
PP 122.73 122.73 122.73 122.68
S1 122.55 122.55 122.72 122.45
S2 122.34 122.34 122.69
S3 121.95 122.16 122.65
S4 121.56 121.77 122.55
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
5 123.12 122.18 0.94 0.8% 0.54 0.4% 62% False False 741,050
10 123.12 121.76 1.36 1.1% 0.60 0.5% 74% False False 670,893
20 123.12 119.96 3.16 2.6% 0.66 0.5% 89% False False 624,179
40 123.12 119.92 3.20 2.6% 0.70 0.6% 89% False False 640,753
60 123.12 117.52 5.60 4.6% 0.68 0.6% 94% False False 624,228
80 123.12 117.47 5.65 4.6% 0.70 0.6% 94% False False 506,119
100 123.12 117.47 5.65 4.6% 0.66 0.5% 94% False False 405,031
120 124.05 117.47 6.58 5.4% 0.65 0.5% 80% False False 337,646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 124.57
2.618 123.93
1.618 123.54
1.000 123.30
0.618 123.15
HIGH 122.91
0.618 122.76
0.500 122.72
0.382 122.67
LOW 122.52
0.618 122.28
1.000 122.13
1.618 121.89
2.618 121.50
4.250 120.86
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 122.75 122.75
PP 122.73 122.73
S1 122.72 122.72

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

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