Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 119.86 120.33 0.47 0.4% 120.99
High 120.50 120.33 -0.17 -0.1% 121.03
Low 119.77 119.50 -0.27 -0.2% 119.50
Close 120.12 119.79 -0.33 -0.3% 119.79
Range 0.73 0.83 0.10 13.7% 1.53
ATR 0.49 0.52 0.02 4.9% 0.00
Volume 192 16 -176 -91.7% 269
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 122.36 121.91 120.25
R3 121.53 121.08 120.02
R2 120.70 120.70 119.94
R1 120.25 120.25 119.87 120.06
PP 119.87 119.87 119.87 119.78
S1 119.42 119.42 119.71 119.23
S2 119.04 119.04 119.64
S3 118.21 118.59 119.56
S4 117.38 117.76 119.33
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 124.70 123.77 120.63
R3 123.17 122.24 120.21
R2 121.64 121.64 120.07
R1 120.71 120.71 119.93 120.41
PP 120.11 120.11 120.11 119.96
S1 119.18 119.18 119.65 118.88
S2 118.58 118.58 119.51
S3 117.05 117.65 119.37
S4 115.52 116.12 118.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.03 119.50 1.53 1.3% 0.50 0.4% 19% False True 53
10 121.12 119.50 1.62 1.4% 0.44 0.4% 18% False True 55
20 121.12 118.48 2.64 2.2% 0.38 0.3% 50% False False 51
40 121.12 116.37 4.75 4.0% 0.32 0.3% 72% False False 94
60 122.08 116.37 5.71 4.8% 0.21 0.2% 60% False False 108
80 123.48 116.37 7.11 5.9% 0.16 0.1% 48% False False 231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 123.86
2.618 122.50
1.618 121.67
1.000 121.16
0.618 120.84
HIGH 120.33
0.618 120.01
0.500 119.92
0.382 119.82
LOW 119.50
0.618 118.99
1.000 118.67
1.618 118.16
2.618 117.33
4.250 115.97
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 119.92 120.00
PP 119.87 119.93
S1 119.83 119.86

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

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