Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 121.59 121.28 -0.31 -0.3% 121.24
High 121.62 121.38 -0.24 -0.2% 121.74
Low 121.31 120.78 -0.53 -0.4% 120.17
Close 121.38 121.07 -0.31 -0.3% 121.61
Range 0.31 0.60 0.29 93.5% 1.57
ATR 0.63 0.63 0.00 -0.3% 0.00
Volume 501,465 821,551 320,086 63.8% 2,174,544
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 122.88 122.57 121.40
R3 122.28 121.97 121.24
R2 121.68 121.68 121.18
R1 121.37 121.37 121.13 121.23
PP 121.08 121.08 121.08 121.00
S1 120.77 120.77 121.02 120.63
S2 120.48 120.48 120.96
S3 119.88 120.17 120.91
S4 119.28 119.57 120.74
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% 0.66 0.5% 57% False False 589,002
10 121.74 120.17 1.57 1.3% 0.60 0.5% 57% False False 525,046
20 121.74 120.17 1.57 1.3% 0.58 0.5% 57% False False 269,859
40 121.74 118.61 3.13 2.6% 0.60 0.5% 79% False False 135,896
60 121.74 118.61 3.13 2.6% 0.53 0.4% 79% False False 90,618
80 121.74 116.37 5.37 4.4% 0.47 0.4% 88% False False 67,997
100 122.08 116.37 5.71 4.7% 0.37 0.3% 82% False False 54,424
120 123.48 116.37 7.11 5.9% 0.31 0.3% 66% False False 45,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.93
2.618 122.95
1.618 122.35
1.000 121.98
0.618 121.75
HIGH 121.38
0.618 121.15
0.500 121.08
0.382 121.01
LOW 120.78
0.618 120.41
1.000 120.18
1.618 119.81
2.618 119.21
4.250 118.23
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 121.08 121.26
PP 121.08 121.20
S1 121.07 121.13

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

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