Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 121.04 120.64 -0.40 -0.3% 121.24
High 121.32 120.72 -0.60 -0.5% 121.74
Low 120.54 120.25 -0.29 -0.2% 120.17
Close 120.76 120.46 -0.30 -0.2% 121.61
Range 0.78 0.47 -0.31 -39.7% 1.57
ATR 0.64 0.63 -0.01 -1.4% 0.00
Volume 902,225 792,874 -109,351 -12.1% 2,174,544
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 121.89 121.64 120.72
R3 121.42 121.17 120.59
R2 120.95 120.95 120.55
R1 120.70 120.70 120.50 120.59
PP 120.48 120.48 120.48 120.42
S1 120.23 120.23 120.42 120.12
S2 120.01 120.01 120.37
S3 119.54 119.76 120.33
S4 119.07 119.29 120.20
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
5 121.74 120.25 1.49 1.2% 0.58 0.5% 14% False True 756,034
10 121.74 120.17 1.57 1.3% 0.63 0.5% 18% False False 651,407
20 121.74 120.17 1.57 1.3% 0.60 0.5% 18% False False 354,284
40 121.74 118.61 3.13 2.6% 0.60 0.5% 59% False False 178,238
60 121.74 118.61 3.13 2.6% 0.55 0.5% 59% False False 118,868
80 121.74 116.37 5.37 4.5% 0.48 0.4% 76% False False 89,181
100 122.08 116.37 5.71 4.7% 0.39 0.3% 72% False False 71,373
120 123.48 116.37 7.11 5.9% 0.32 0.3% 58% False False 59,575
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122.72
2.618 121.95
1.618 121.48
1.000 121.19
0.618 121.01
HIGH 120.72
0.618 120.54
0.500 120.49
0.382 120.43
LOW 120.25
0.618 119.96
1.000 119.78
1.618 119.49
2.618 119.02
4.250 118.25
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 120.49 120.82
PP 120.48 120.70
S1 120.47 120.58

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

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