Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 120.57 120.16 -0.41 -0.3% 120.44
High 120.63 120.22 -0.41 -0.3% 121.12
Low 120.28 119.77 -0.51 -0.4% 120.35
Close 120.55 120.01 -0.54 -0.4% 120.97
Range 0.35 0.45 0.10 28.6% 0.77
ATR 0.45 0.48 0.02 5.2% 0.00
Volume 23 33 10 43.5% 289
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 121.35 121.13 120.26
R3 120.90 120.68 120.13
R2 120.45 120.45 120.09
R1 120.23 120.23 120.05 120.12
PP 120.00 120.00 120.00 119.94
S1 119.78 119.78 119.97 119.67
S2 119.55 119.55 119.93
S3 119.10 119.33 119.89
S4 118.65 118.88 119.76
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 123.12 122.82 121.39
R3 122.35 122.05 121.18
R2 121.58 121.58 121.11
R1 121.28 121.28 121.04 121.43
PP 120.81 120.81 120.81 120.89
S1 120.51 120.51 120.90 120.66
S2 120.04 120.04 120.83
S3 119.27 119.74 120.76
S4 118.50 118.97 120.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.05 119.77 1.28 1.1% 0.37 0.3% 19% False True 26
10 121.12 119.77 1.35 1.1% 0.34 0.3% 18% False True 36
20 121.12 117.54 3.58 3.0% 0.37 0.3% 69% False False 63
40 121.12 116.37 4.75 4.0% 0.28 0.2% 77% False False 91
60 122.08 116.37 5.71 4.8% 0.19 0.2% 64% False False 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122.13
2.618 121.40
1.618 120.95
1.000 120.67
0.618 120.50
HIGH 120.22
0.618 120.05
0.500 120.00
0.382 119.94
LOW 119.77
0.618 119.49
1.000 119.32
1.618 119.04
2.618 118.59
4.250 117.86
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 120.01 120.40
PP 120.00 120.27
S1 120.00 120.14

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

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