Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 120.71 120.17 -0.54 -0.4% 118.87
High 120.71 120.39 -0.32 -0.3% 120.84
Low 120.10 120.10 0.00 0.0% 118.62
Close 120.24 120.21 -0.03 0.0% 120.66
Range 0.61 0.29 -0.32 -52.5% 2.22
ATR 0.61 0.59 -0.02 -3.8% 0.00
Volume 197 3,594 3,397 1,724.4% 11,055
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 121.10 120.95 120.37
R3 120.81 120.66 120.29
R2 120.52 120.52 120.26
R1 120.37 120.37 120.24 120.45
PP 120.23 120.23 120.23 120.27
S1 120.08 120.08 120.18 120.16
S2 119.94 119.94 120.16
S3 119.65 119.79 120.13
S4 119.36 119.50 120.05
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
5 120.84 119.08 1.76 1.5% 0.64 0.5% 64% False False 2,069
10 120.84 118.62 2.22 1.8% 0.55 0.5% 72% False False 1,872
20 121.12 118.62 2.50 2.1% 0.55 0.5% 64% False False 967
40 121.12 116.44 4.68 3.9% 0.46 0.4% 81% False False 521
60 121.12 116.37 4.75 4.0% 0.33 0.3% 81% False False 392
80 122.19 116.37 5.82 4.8% 0.25 0.2% 66% False False 378
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.08
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 121.62
2.618 121.15
1.618 120.86
1.000 120.68
0.618 120.57
HIGH 120.39
0.618 120.28
0.500 120.25
0.382 120.21
LOW 120.10
0.618 119.92
1.000 119.81
1.618 119.63
2.618 119.34
4.250 118.87
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 120.25 120.33
PP 120.23 120.29
S1 120.22 120.25

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

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