Euro Bund Future December 2009


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 120.18 120.13 -0.05 0.0% 121.59
High 120.54 120.39 -0.15 -0.1% 121.62
Low 120.04 119.85 -0.19 -0.2% 120.08
Close 120.35 120.24 -0.11 -0.1% 120.44
Range 0.50 0.54 0.04 8.0% 1.54
ATR 0.64 0.63 -0.01 -1.1% 0.00
Volume 603,491 766,150 162,659 27.0% 3,607,594
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 121.78 121.55 120.54
R3 121.24 121.01 120.39
R2 120.70 120.70 120.34
R1 120.47 120.47 120.29 120.59
PP 120.16 120.16 120.16 120.22
S1 119.93 119.93 120.19 120.05
S2 119.62 119.62 120.14
S3 119.08 119.39 120.09
S4 118.54 118.85 119.94
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
5 121.32 119.85 1.47 1.2% 0.64 0.5% 27% False True 730,843
10 121.74 119.85 1.89 1.6% 0.65 0.5% 21% False True 659,923
20 121.74 119.85 1.89 1.6% 0.60 0.5% 21% False True 451,385
40 121.74 118.61 3.13 2.6% 0.61 0.5% 52% False False 227,126
60 121.74 118.61 3.13 2.6% 0.56 0.5% 52% False False 151,515
80 121.74 116.37 5.37 4.5% 0.51 0.4% 72% False False 113,668
100 121.74 116.37 5.37 4.5% 0.41 0.3% 72% False False 90,954
120 122.19 116.37 5.82 4.8% 0.34 0.3% 66% False False 75,893
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.69
2.618 121.80
1.618 121.26
1.000 120.93
0.618 120.72
HIGH 120.39
0.618 120.18
0.500 120.12
0.382 120.06
LOW 119.85
0.618 119.52
1.000 119.31
1.618 118.98
2.618 118.44
4.250 117.56
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 120.20 120.41
PP 120.16 120.35
S1 120.12 120.30

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

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