Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 120.64 120.67 0.03 0.0% 121.59
High 120.72 120.97 0.25 0.2% 121.62
Low 120.25 120.08 -0.17 -0.1% 120.08
Close 120.46 120.44 -0.02 0.0% 120.44
Range 0.47 0.89 0.42 89.4% 1.54
ATR 0.63 0.65 0.02 3.0% 0.00
Volume 792,874 589,479 -203,395 -25.7% 3,607,594
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 123.17 122.69 120.93
R3 122.28 121.80 120.68
R2 121.39 121.39 120.60
R1 120.91 120.91 120.52 120.71
PP 120.50 120.50 120.50 120.39
S1 120.02 120.02 120.36 119.82
S2 119.61 119.61 120.28
S3 118.72 119.13 120.20
S4 117.83 118.24 119.95
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 125.33 124.43 121.29
R3 123.79 122.89 120.86
R2 122.25 122.25 120.72
R1 121.35 121.35 120.58 121.03
PP 120.71 120.71 120.71 120.56
S1 119.81 119.81 120.30 119.49
S2 119.17 119.17 120.16
S3 117.63 118.27 120.02
S4 116.09 116.73 119.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.62 120.08 1.54 1.3% 0.61 0.5% 23% False True 721,518
10 121.74 120.08 1.66 1.4% 0.68 0.6% 22% False True 652,144
20 121.74 120.08 1.66 1.4% 0.62 0.5% 22% False True 383,519
40 121.74 118.61 3.13 2.6% 0.60 0.5% 58% False False 192,917
60 121.74 118.61 3.13 2.6% 0.55 0.5% 58% False False 128,691
80 121.74 116.37 5.37 4.5% 0.50 0.4% 76% False False 96,549
100 121.74 116.37 5.37 4.5% 0.40 0.3% 76% False False 77,259
120 123.48 116.37 7.11 5.9% 0.33 0.3% 57% False False 64,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124.75
2.618 123.30
1.618 122.41
1.000 121.86
0.618 121.52
HIGH 120.97
0.618 120.63
0.500 120.53
0.382 120.42
LOW 120.08
0.618 119.53
1.000 119.19
1.618 118.64
2.618 117.75
4.250 116.30
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 120.53 120.70
PP 120.50 120.61
S1 120.47 120.53

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

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