Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 120.67 120.18 -0.49 -0.4% 121.59
High 120.97 120.54 -0.43 -0.4% 121.62
Low 120.08 120.04 -0.04 0.0% 120.08
Close 120.44 120.35 -0.09 -0.1% 120.44
Range 0.89 0.50 -0.39 -43.8% 1.54
ATR 0.65 0.64 -0.01 -1.6% 0.00
Volume 589,479 603,491 14,012 2.4% 3,607,594
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 121.81 121.58 120.63
R3 121.31 121.08 120.49
R2 120.81 120.81 120.44
R1 120.58 120.58 120.40 120.70
PP 120.31 120.31 120.31 120.37
S1 120.08 120.08 120.30 120.20
S2 119.81 119.81 120.26
S3 119.31 119.58 120.21
S4 118.81 119.08 120.08
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
5 121.38 120.04 1.34 1.1% 0.65 0.5% 23% False True 741,924
10 121.74 120.04 1.70 1.4% 0.66 0.6% 18% False True 638,562
20 121.74 120.04 1.70 1.4% 0.60 0.5% 18% False True 413,578
40 121.74 118.61 3.13 2.6% 0.61 0.5% 56% False False 208,000
60 121.74 118.61 3.13 2.6% 0.55 0.5% 56% False False 138,746
80 121.74 116.37 5.37 4.5% 0.50 0.4% 74% False False 104,092
100 121.74 116.37 5.37 4.5% 0.40 0.3% 74% False False 83,294
120 123.43 116.37 7.06 5.9% 0.33 0.3% 56% False False 69,512
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
4.250 122.67
2.618 121.85
1.618 121.35
1.000 121.04
0.618 120.85
HIGH 120.54
0.618 120.35
0.500 120.29
0.382 120.23
LOW 120.04
0.618 119.73
1.000 119.54
1.618 119.23
2.618 118.73
4.250 117.92
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 120.33 120.51
PP 120.31 120.45
S1 120.29 120.40

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

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