Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 121.32 121.46 0.14 0.1% 120.54
High 121.52 121.70 0.18 0.1% 121.50
Low 120.91 121.30 0.39 0.3% 120.34
Close 121.20 121.50 0.30 0.2% 121.21
Range 0.61 0.40 -0.21 -34.4% 1.16
ATR 0.62 0.61 -0.01 -1.4% 0.00
Volume 133,331 298,155 164,824 123.6% 104,890
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 122.70 122.50 121.72
R3 122.30 122.10 121.61
R2 121.90 121.90 121.57
R1 121.70 121.70 121.54 121.80
PP 121.50 121.50 121.50 121.55
S1 121.30 121.30 121.46 121.40
S2 121.10 121.10 121.43
S3 120.70 120.90 121.39
S4 120.30 120.50 121.28
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
5 121.70 120.78 0.92 0.8% 0.56 0.5% 78% True False 102,762
10 121.70 120.34 1.36 1.1% 0.57 0.5% 85% True False 57,160
20 121.70 118.61 3.09 2.5% 0.61 0.5% 94% True False 29,666
40 121.70 118.61 3.09 2.5% 0.58 0.5% 94% True False 15,435
60 121.70 116.44 5.26 4.3% 0.52 0.4% 96% True False 10,314
80 121.70 116.37 5.33 4.4% 0.41 0.3% 96% True False 7,768
100 122.19 116.37 5.82 4.8% 0.32 0.3% 88% False False 6,273
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 0.15
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 123.40
2.618 122.75
1.618 122.35
1.000 122.10
0.618 121.95
HIGH 121.70
0.618 121.55
0.500 121.50
0.382 121.45
LOW 121.30
0.618 121.05
1.000 120.90
1.618 120.65
2.618 120.25
4.250 119.60
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 121.50 121.44
PP 121.50 121.37
S1 121.50 121.31

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

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