Euro Bund Future September 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 122.74 122.97 0.23 0.2% 122.92
High 123.04 123.00 -0.04 0.0% 123.12
Low 122.42 122.67 0.25 0.2% 122.32
Close 122.92 122.75 -0.17 -0.1% 122.92
Range 0.62 0.33 -0.29 -46.8% 0.80
ATR 0.67 0.64 -0.02 -3.6% 0.00
Volume 1,096,328 25,988 -1,070,340 -97.6% 4,300,825
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 123.80 123.60 122.93
R3 123.47 123.27 122.84
R2 123.14 123.14 122.81
R1 122.94 122.94 122.78 122.88
PP 122.81 122.81 122.81 122.77
S1 122.61 122.61 122.72 122.55
S2 122.48 122.48 122.69
S3 122.15 122.28 122.66
S4 121.82 121.95 122.57
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 125.19 124.85 123.36
R3 124.39 124.05 123.14
R2 123.59 123.59 123.07
R1 123.25 123.25 122.99 123.32
PP 122.79 122.79 122.79 122.82
S1 122.45 122.45 122.85 122.52
S2 121.99 121.99 122.77
S3 121.19 121.65 122.70
S4 120.39 120.85 122.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.12 122.32 0.80 0.7% 0.47 0.4% 54% False False 803,180
10 123.12 122.17 0.95 0.8% 0.53 0.4% 61% False False 669,061
20 123.12 120.13 2.99 2.4% 0.60 0.5% 88% False False 624,970
40 123.12 119.92 3.20 2.6% 0.70 0.6% 88% False False 641,907
60 123.12 117.52 5.60 4.6% 0.67 0.5% 93% False False 622,396
80 123.12 117.47 5.65 4.6% 0.69 0.6% 93% False False 519,948
100 123.12 117.47 5.65 4.6% 0.67 0.5% 93% False False 416,237
120 124.05 117.47 6.58 5.4% 0.65 0.5% 80% False False 346,977
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 124.40
2.618 123.86
1.618 123.53
1.000 123.33
0.618 123.20
HIGH 123.00
0.618 122.87
0.500 122.84
0.382 122.80
LOW 122.67
0.618 122.47
1.000 122.34
1.618 122.14
2.618 121.81
4.250 121.27
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 122.84 122.74
PP 122.81 122.74
S1 122.78 122.73

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

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