Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
121.36 |
121.16 |
-0.20 |
-0.2% |
121.40 |
| High |
121.48 |
121.49 |
0.01 |
0.0% |
121.70 |
| Low |
121.15 |
121.11 |
-0.04 |
0.0% |
121.02 |
| Close |
121.23 |
121.44 |
0.21 |
0.2% |
121.19 |
| Range |
0.33 |
0.38 |
0.05 |
15.2% |
0.68 |
| ATR |
0.59 |
0.58 |
-0.02 |
-2.6% |
0.00 |
| Volume |
581,663 |
729,657 |
147,994 |
25.4% |
586,481 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.49 |
122.34 |
121.65 |
|
| R3 |
122.11 |
121.96 |
121.54 |
|
| R2 |
121.73 |
121.73 |
121.51 |
|
| R1 |
121.58 |
121.58 |
121.47 |
121.66 |
| PP |
121.35 |
121.35 |
121.35 |
121.38 |
| S1 |
121.20 |
121.20 |
121.41 |
121.28 |
| S2 |
120.97 |
120.97 |
121.37 |
|
| S3 |
120.59 |
120.82 |
121.34 |
|
| S4 |
120.21 |
120.44 |
121.23 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.34 |
122.95 |
121.56 |
|
| R3 |
122.66 |
122.27 |
121.38 |
|
| R2 |
121.98 |
121.98 |
121.31 |
|
| R1 |
121.59 |
121.59 |
121.25 |
121.45 |
| PP |
121.30 |
121.30 |
121.30 |
121.23 |
| S1 |
120.91 |
120.91 |
121.13 |
120.77 |
| S2 |
120.62 |
120.62 |
121.07 |
|
| S3 |
119.94 |
120.23 |
121.00 |
|
| S4 |
119.26 |
119.55 |
120.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.60 |
120.84 |
0.76 |
0.6% |
0.47 |
0.4% |
79% |
False |
False |
526,564 |
| 10 |
123.66 |
120.84 |
2.82 |
2.3% |
0.46 |
0.4% |
21% |
False |
False |
405,110 |
| 20 |
123.72 |
120.84 |
2.88 |
2.4% |
0.56 |
0.5% |
21% |
False |
False |
526,903 |
| 40 |
123.76 |
120.41 |
3.35 |
2.8% |
0.53 |
0.4% |
31% |
False |
False |
297,212 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
35% |
False |
False |
198,552 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.49 |
0.4% |
41% |
False |
False |
149,010 |
| 100 |
123.76 |
119.63 |
4.13 |
3.4% |
0.42 |
0.3% |
44% |
False |
False |
119,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.11 |
|
2.618 |
122.48 |
|
1.618 |
122.10 |
|
1.000 |
121.87 |
|
0.618 |
121.72 |
|
HIGH |
121.49 |
|
0.618 |
121.34 |
|
0.500 |
121.30 |
|
0.382 |
121.26 |
|
LOW |
121.11 |
|
0.618 |
120.88 |
|
1.000 |
120.73 |
|
1.618 |
120.50 |
|
2.618 |
120.12 |
|
4.250 |
119.50 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.39 |
121.41 |
| PP |
121.35 |
121.38 |
| S1 |
121.30 |
121.35 |
|