Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 117.09 117.52 0.43 0.4% 116.90
High 117.40 118.17 0.77 0.7% 117.40
Low 117.09 117.52 0.43 0.4% 116.44
Close 117.22 118.17 0.95 0.8% 117.22
Range 0.31 0.65 0.34 109.7% 0.96
ATR 0.50 0.53 0.03 6.5% 0.00
Volume 156 91 -65 -41.7% 377
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 119.90 119.69 118.53
R3 119.25 119.04 118.35
R2 118.60 118.60 118.29
R1 118.39 118.39 118.23 118.50
PP 117.95 117.95 117.95 118.01
S1 117.74 117.74 118.11 117.85
S2 117.30 117.30 118.05
S3 116.65 117.09 117.99
S4 116.00 116.44 117.81
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 119.90 119.52 117.75
R3 118.94 118.56 117.48
R2 117.98 117.98 117.40
R1 117.60 117.60 117.31 117.79
PP 117.02 117.02 117.02 117.12
S1 116.64 116.64 117.13 116.83
S2 116.06 116.06 117.04
S3 115.10 115.68 116.96
S4 114.14 114.72 116.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.17 116.44 1.73 1.5% 0.40 0.3% 100% True False 93
10 118.17 116.37 1.80 1.5% 0.31 0.3% 100% True False 164
20 119.43 116.37 3.06 2.6% 0.15 0.1% 59% False False 130
40 122.19 116.37 5.82 4.9% 0.08 0.1% 31% False False 135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120.93
2.618 119.87
1.618 119.22
1.000 118.82
0.618 118.57
HIGH 118.17
0.618 117.92
0.500 117.85
0.382 117.77
LOW 117.52
0.618 117.12
1.000 116.87
1.618 116.47
2.618 115.82
4.250 114.76
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 118.06 117.88
PP 117.95 117.59
S1 117.85 117.31

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

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