Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 121.43 121.19 -0.24 -0.2% 120.54
High 121.50 121.41 -0.09 -0.1% 121.50
Low 120.99 120.78 -0.21 -0.2% 120.34
Close 121.28 121.21 -0.07 -0.1% 121.21
Range 0.51 0.63 0.12 23.5% 1.16
ATR 0.62 0.62 0.00 0.1% 0.00
Volume 27,573 26,608 -965 -3.5% 104,890
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 123.02 122.75 121.56
R3 122.39 122.12 121.38
R2 121.76 121.76 121.33
R1 121.49 121.49 121.27 121.63
PP 121.13 121.13 121.13 121.20
S1 120.86 120.86 121.15 121.00
S2 120.50 120.50 121.09
S3 119.87 120.23 121.04
S4 119.24 119.60 120.86
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 124.50 124.01 121.85
R3 123.34 122.85 121.53
R2 122.18 122.18 121.42
R1 121.69 121.69 121.32 121.94
PP 121.02 121.02 121.02 121.14
S1 120.53 120.53 121.10 120.78
S2 119.86 119.86 121.00
S3 118.70 119.37 120.89
S4 117.54 118.21 120.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.50 120.34 1.16 1.0% 0.54 0.4% 75% False False 20,978
10 121.50 120.34 1.16 1.0% 0.53 0.4% 75% False False 12,176
20 121.50 118.61 2.89 2.4% 0.60 0.5% 90% False False 7,114
40 121.50 118.61 2.89 2.4% 0.57 0.5% 90% False False 3,950
60 121.50 116.44 5.06 4.2% 0.50 0.4% 94% False False 2,657
80 121.50 116.37 5.13 4.2% 0.39 0.3% 94% False False 2,027
100 122.19 116.37 5.82 4.8% 0.31 0.3% 83% False False 1,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124.09
2.618 123.06
1.618 122.43
1.000 122.04
0.618 121.80
HIGH 121.41
0.618 121.17
0.500 121.10
0.382 121.02
LOW 120.78
0.618 120.39
1.000 120.15
1.618 119.76
2.618 119.13
4.250 118.10
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 121.17 121.19
PP 121.13 121.16
S1 121.10 121.14

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

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