Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
121.80 |
122.00 |
0.20 |
0.2% |
120.99 |
| High |
122.24 |
122.25 |
0.01 |
0.0% |
121.84 |
| Low |
121.74 |
121.86 |
0.12 |
0.1% |
120.84 |
| Close |
122.14 |
122.20 |
0.06 |
0.0% |
121.40 |
| Range |
0.50 |
0.39 |
-0.11 |
-22.0% |
1.00 |
| ATR |
0.58 |
0.57 |
-0.01 |
-2.3% |
0.00 |
| Volume |
837,784 |
779,856 |
-57,928 |
-6.9% |
3,195,311 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.27 |
123.13 |
122.41 |
|
| R3 |
122.88 |
122.74 |
122.31 |
|
| R2 |
122.49 |
122.49 |
122.27 |
|
| R1 |
122.35 |
122.35 |
122.24 |
122.42 |
| PP |
122.10 |
122.10 |
122.10 |
122.14 |
| S1 |
121.96 |
121.96 |
122.16 |
122.03 |
| S2 |
121.71 |
121.71 |
122.13 |
|
| S3 |
121.32 |
121.57 |
122.09 |
|
| S4 |
120.93 |
121.18 |
121.99 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.36 |
123.88 |
121.95 |
|
| R3 |
123.36 |
122.88 |
121.68 |
|
| R2 |
122.36 |
122.36 |
121.58 |
|
| R1 |
121.88 |
121.88 |
121.49 |
122.12 |
| PP |
121.36 |
121.36 |
121.36 |
121.48 |
| S1 |
120.88 |
120.88 |
121.31 |
121.12 |
| S2 |
120.36 |
120.36 |
121.22 |
|
| S3 |
119.36 |
119.88 |
121.13 |
|
| S4 |
118.36 |
118.88 |
120.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.25 |
121.11 |
1.14 |
0.9% |
0.51 |
0.4% |
96% |
True |
False |
751,641 |
| 10 |
122.25 |
120.84 |
1.41 |
1.2% |
0.49 |
0.4% |
96% |
True |
False |
587,662 |
| 20 |
123.66 |
120.84 |
2.82 |
2.3% |
0.54 |
0.4% |
48% |
False |
False |
534,089 |
| 40 |
123.76 |
120.78 |
2.98 |
2.4% |
0.54 |
0.4% |
48% |
False |
False |
372,806 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
56% |
False |
False |
248,968 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.51 |
0.4% |
60% |
False |
False |
186,865 |
| 100 |
123.76 |
119.83 |
3.93 |
3.2% |
0.44 |
0.4% |
60% |
False |
False |
149,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.91 |
|
2.618 |
123.27 |
|
1.618 |
122.88 |
|
1.000 |
122.64 |
|
0.618 |
122.49 |
|
HIGH |
122.25 |
|
0.618 |
122.10 |
|
0.500 |
122.06 |
|
0.382 |
122.01 |
|
LOW |
121.86 |
|
0.618 |
121.62 |
|
1.000 |
121.47 |
|
1.618 |
121.23 |
|
2.618 |
120.84 |
|
4.250 |
120.20 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.15 |
122.04 |
| PP |
122.10 |
121.88 |
| S1 |
122.06 |
121.72 |
|