Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 119.19 119.66 0.47 0.4% 118.48
High 119.66 119.90 0.24 0.2% 119.66
Low 119.19 119.65 0.46 0.4% 118.48
Close 119.64 119.83 0.19 0.2% 119.64
Range 0.47 0.25 -0.22 -46.8% 1.18
ATR 0.51 0.49 -0.02 -3.5% 0.00
Volume 210 10 -200 -95.2% 379
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 120.54 120.44 119.97
R3 120.29 120.19 119.90
R2 120.04 120.04 119.88
R1 119.94 119.94 119.85 119.99
PP 119.79 119.79 119.79 119.82
S1 119.69 119.69 119.81 119.74
S2 119.54 119.54 119.78
S3 119.29 119.44 119.76
S4 119.04 119.19 119.69
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 122.80 122.40 120.29
R3 121.62 121.22 119.96
R2 120.44 120.44 119.86
R1 120.04 120.04 119.75 120.24
PP 119.26 119.26 119.26 119.36
S1 118.86 118.86 119.53 119.06
S2 118.08 118.08 119.42
S3 116.90 117.68 119.32
S4 115.72 116.50 118.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.90 118.70 1.20 1.0% 0.35 0.3% 94% True False 76
10 119.90 117.54 2.36 2.0% 0.42 0.3% 97% True False 90
20 119.90 116.37 3.53 2.9% 0.36 0.3% 98% True False 127
40 121.35 116.37 4.98 4.2% 0.18 0.2% 69% False False 112
60 122.19 116.37 5.82 4.9% 0.12 0.1% 59% False False 271
Crabel Price Patterns
NR True
NR4 True
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 0.02
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120.96
2.618 120.55
1.618 120.30
1.000 120.15
0.618 120.05
HIGH 119.90
0.618 119.80
0.500 119.78
0.382 119.75
LOW 119.65
0.618 119.50
1.000 119.40
1.618 119.25
2.618 119.00
4.250 118.59
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 119.81 119.65
PP 119.79 119.48
S1 119.78 119.30

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

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