Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 121.46 121.49 0.03 0.0% 120.54
High 121.70 121.51 -0.19 -0.2% 121.50
Low 121.30 121.11 -0.19 -0.2% 120.34
Close 121.50 121.37 -0.13 -0.1% 121.21
Range 0.40 0.40 0.00 0.0% 1.16
ATR 0.61 0.60 -0.02 -2.5% 0.00
Volume 298,155 582,111 283,956 95.2% 104,890
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 122.53 122.35 121.59
R3 122.13 121.95 121.48
R2 121.73 121.73 121.44
R1 121.55 121.55 121.41 121.44
PP 121.33 121.33 121.33 121.28
S1 121.15 121.15 121.33 121.04
S2 120.93 120.93 121.30
S3 120.53 120.75 121.26
S4 120.13 120.35 121.15
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% 0.53 0.4% 64% False False 213,670
10 121.70 120.34 1.36 1.1% 0.56 0.5% 76% False False 114,894
20 121.70 118.61 3.09 2.5% 0.60 0.5% 89% False False 58,683
40 121.70 118.61 3.09 2.5% 0.58 0.5% 89% False False 29,987
60 121.70 117.09 4.61 3.8% 0.51 0.4% 93% False False 20,016
80 121.70 116.37 5.33 4.4% 0.41 0.3% 94% False False 15,042
100 122.19 116.37 5.82 4.8% 0.33 0.3% 86% False False 12,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.13
Fibonacci Retracements and Extensions
4.250 123.21
2.618 122.56
1.618 122.16
1.000 121.91
0.618 121.76
HIGH 121.51
0.618 121.36
0.500 121.31
0.382 121.26
LOW 121.11
0.618 120.86
1.000 120.71
1.618 120.46
2.618 120.06
4.250 119.41
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 121.35 121.35
PP 121.33 121.33
S1 121.31 121.31

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

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