Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 118.48 118.80 0.32 0.3% 117.52
High 118.92 118.89 -0.03 0.0% 118.56
Low 118.48 118.75 0.27 0.2% 117.52
Close 118.88 118.93 0.05 0.0% 118.39
Range 0.44 0.14 -0.30 -68.2% 1.04
ATR 0.55 0.52 -0.03 -5.3% 0.00
Volume 6 43 37 616.7% 602
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 119.28 119.24 119.01
R3 119.14 119.10 118.97
R2 119.00 119.00 118.96
R1 118.96 118.96 118.94 118.98
PP 118.86 118.86 118.86 118.87
S1 118.82 118.82 118.92 118.84
S2 118.72 118.72 118.90
S3 118.58 118.68 118.89
S4 118.44 118.54 118.85
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 121.28 120.87 118.96
R3 120.24 119.83 118.68
R2 119.20 119.20 118.58
R1 118.79 118.79 118.49 119.00
PP 118.16 118.16 118.16 118.26
S1 117.75 117.75 118.29 117.96
S2 117.12 117.12 118.20
S3 116.08 116.71 118.10
S4 115.04 115.67 117.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.92 117.54 1.38 1.2% 0.44 0.4% 101% False False 100
10 118.92 116.44 2.48 2.1% 0.43 0.4% 100% False False 94
20 118.92 116.37 2.55 2.1% 0.28 0.2% 100% False False 135
40 122.08 116.37 5.71 4.8% 0.14 0.1% 45% False False 132
60 123.48 116.37 7.11 6.0% 0.09 0.1% 36% False False 284
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 119.49
2.618 119.26
1.618 119.12
1.000 119.03
0.618 118.98
HIGH 118.89
0.618 118.84
0.500 118.82
0.382 118.80
LOW 118.75
0.618 118.66
1.000 118.61
1.618 118.52
2.618 118.38
4.250 118.16
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 118.89 118.70
PP 118.86 118.46
S1 118.82 118.23

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

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