Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
121.95 |
122.39 |
0.44 |
0.4% |
121.32 |
| High |
122.39 |
122.66 |
0.27 |
0.2% |
122.66 |
| Low |
121.88 |
122.24 |
0.36 |
0.3% |
121.18 |
| Close |
122.24 |
122.57 |
0.33 |
0.3% |
122.57 |
| Range |
0.51 |
0.42 |
-0.09 |
-17.6% |
1.48 |
| ATR |
0.56 |
0.55 |
-0.01 |
-1.8% |
0.00 |
| Volume |
774,872 |
704,440 |
-70,432 |
-9.1% |
3,683,997 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.75 |
123.58 |
122.80 |
|
| R3 |
123.33 |
123.16 |
122.69 |
|
| R2 |
122.91 |
122.91 |
122.65 |
|
| R1 |
122.74 |
122.74 |
122.61 |
122.83 |
| PP |
122.49 |
122.49 |
122.49 |
122.53 |
| S1 |
122.32 |
122.32 |
122.53 |
122.41 |
| S2 |
122.07 |
122.07 |
122.49 |
|
| S3 |
121.65 |
121.90 |
122.45 |
|
| S4 |
121.23 |
121.48 |
122.34 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.58 |
126.05 |
123.38 |
|
| R3 |
125.10 |
124.57 |
122.98 |
|
| R2 |
123.62 |
123.62 |
122.84 |
|
| R1 |
123.09 |
123.09 |
122.71 |
123.36 |
| PP |
122.14 |
122.14 |
122.14 |
122.27 |
| S1 |
121.61 |
121.61 |
122.43 |
121.88 |
| S2 |
120.66 |
120.66 |
122.30 |
|
| S3 |
119.18 |
120.13 |
122.16 |
|
| S4 |
117.70 |
118.65 |
121.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.66 |
121.18 |
1.48 |
1.2% |
0.49 |
0.4% |
94% |
True |
False |
736,799 |
| 10 |
122.66 |
120.84 |
1.82 |
1.5% |
0.49 |
0.4% |
95% |
True |
False |
687,930 |
| 20 |
123.66 |
120.84 |
2.82 |
2.3% |
0.53 |
0.4% |
61% |
False |
False |
548,872 |
| 40 |
123.76 |
120.84 |
2.92 |
2.4% |
0.53 |
0.4% |
59% |
False |
False |
409,723 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
67% |
False |
False |
273,616 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.51 |
0.4% |
70% |
False |
False |
205,355 |
| 100 |
123.76 |
119.83 |
3.93 |
3.2% |
0.45 |
0.4% |
70% |
False |
False |
164,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.45 |
|
2.618 |
123.76 |
|
1.618 |
123.34 |
|
1.000 |
123.08 |
|
0.618 |
122.92 |
|
HIGH |
122.66 |
|
0.618 |
122.50 |
|
0.500 |
122.45 |
|
0.382 |
122.40 |
|
LOW |
122.24 |
|
0.618 |
121.98 |
|
1.000 |
121.82 |
|
1.618 |
121.56 |
|
2.618 |
121.14 |
|
4.250 |
120.46 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.53 |
122.47 |
| PP |
122.49 |
122.36 |
| S1 |
122.45 |
122.26 |
|