Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 120.00 120.71 0.71 0.6% 118.87
High 120.84 120.71 -0.13 -0.1% 120.84
Low 119.81 120.10 0.29 0.2% 118.62
Close 120.66 120.24 -0.42 -0.3% 120.66
Range 1.03 0.61 -0.42 -40.8% 2.22
ATR 0.61 0.61 0.00 0.0% 0.00
Volume 2,110 197 -1,913 -90.7% 11,055
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 122.18 121.82 120.58
R3 121.57 121.21 120.41
R2 120.96 120.96 120.35
R1 120.60 120.60 120.30 120.48
PP 120.35 120.35 120.35 120.29
S1 119.99 119.99 120.18 119.87
S2 119.74 119.74 120.13
S3 119.13 119.38 120.07
S4 118.52 118.77 119.90
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 126.70 125.90 121.88
R3 124.48 123.68 121.27
R2 122.26 122.26 121.07
R1 121.46 121.46 120.86 121.86
PP 120.04 120.04 120.04 120.24
S1 119.24 119.24 120.46 119.64
S2 117.82 117.82 120.25
S3 115.60 117.02 120.05
S4 113.38 114.80 119.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.84 119.06 1.78 1.5% 0.66 0.6% 66% False False 2,023
10 120.84 118.62 2.22 1.8% 0.60 0.5% 73% False False 1,515
20 121.12 118.62 2.50 2.1% 0.55 0.5% 65% False False 791
40 121.12 116.44 4.68 3.9% 0.46 0.4% 81% False False 434
60 121.12 116.37 4.75 4.0% 0.32 0.3% 81% False False 335
80 122.19 116.37 5.82 4.8% 0.24 0.2% 66% False False 347
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123.30
2.618 122.31
1.618 121.70
1.000 121.32
0.618 121.09
HIGH 120.71
0.618 120.48
0.500 120.41
0.382 120.33
LOW 120.10
0.618 119.72
1.000 119.49
1.618 119.11
2.618 118.50
4.250 117.51
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 120.41 120.15
PP 120.35 120.05
S1 120.30 119.96

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

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