Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 120.42 121.10 0.68 0.6% 121.24
High 121.27 121.74 0.47 0.4% 121.74
Low 120.17 121.02 0.85 0.7% 120.17
Close 120.90 121.61 0.71 0.6% 121.61
Range 1.10 0.72 -0.38 -34.5% 1.57
ATR 0.64 0.65 0.01 2.3% 0.00
Volume 859,938 762,059 -97,879 -11.4% 2,174,544
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 123.62 123.33 122.01
R3 122.90 122.61 121.81
R2 122.18 122.18 121.74
R1 121.89 121.89 121.68 122.04
PP 121.46 121.46 121.46 121.53
S1 121.17 121.17 121.54 121.32
S2 120.74 120.74 121.48
S3 120.02 120.45 121.41
S4 119.30 119.73 121.21
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 125.88 125.32 122.47
R3 124.31 123.75 122.04
R2 122.74 122.74 121.90
R1 122.18 122.18 121.75 122.46
PP 121.17 121.17 121.17 121.32
S1 120.61 120.61 121.47 120.89
S2 119.60 119.60 121.32
S3 118.03 119.04 121.18
S4 116.46 117.47 120.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.74 120.17 1.57 1.3% 0.74 0.6% 92% True False 582,770
10 121.74 120.17 1.57 1.3% 0.64 0.5% 92% True False 398,220
20 121.74 119.77 1.97 1.6% 0.59 0.5% 93% True False 204,087
40 121.74 118.61 3.13 2.6% 0.62 0.5% 96% True False 102,826
60 121.74 117.54 4.20 3.5% 0.54 0.4% 97% True False 68,568
80 121.74 116.37 5.37 4.4% 0.46 0.4% 98% True False 51,460
100 122.08 116.37 5.71 4.7% 0.37 0.3% 92% False False 41,196
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.80
2.618 123.62
1.618 122.90
1.000 122.46
0.618 122.18
HIGH 121.74
0.618 121.46
0.500 121.38
0.382 121.30
LOW 121.02
0.618 120.58
1.000 120.30
1.618 119.86
2.618 119.14
4.250 117.96
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 121.53 121.39
PP 121.46 121.17
S1 121.38 120.96

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

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