Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 18-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
18-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
122.39 |
122.69 |
0.30 |
0.2% |
121.32 |
| High |
122.66 |
122.78 |
0.12 |
0.1% |
122.66 |
| Low |
122.24 |
122.55 |
0.31 |
0.3% |
121.18 |
| Close |
122.57 |
122.72 |
0.15 |
0.1% |
122.57 |
| Range |
0.42 |
0.23 |
-0.19 |
-45.2% |
1.48 |
| ATR |
0.55 |
0.53 |
-0.02 |
-4.2% |
0.00 |
| Volume |
704,440 |
317,433 |
-387,007 |
-54.9% |
3,683,997 |
|
| Daily Pivots for day following 18-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.37 |
123.28 |
122.85 |
|
| R3 |
123.14 |
123.05 |
122.78 |
|
| R2 |
122.91 |
122.91 |
122.76 |
|
| R1 |
122.82 |
122.82 |
122.74 |
122.87 |
| PP |
122.68 |
122.68 |
122.68 |
122.71 |
| S1 |
122.59 |
122.59 |
122.70 |
122.64 |
| S2 |
122.45 |
122.45 |
122.68 |
|
| S3 |
122.22 |
122.36 |
122.66 |
|
| S4 |
121.99 |
122.13 |
122.59 |
|
|
| 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 |
122.78 |
121.74 |
1.04 |
0.8% |
0.41 |
0.3% |
94% |
True |
False |
682,877 |
| 10 |
122.78 |
121.10 |
1.68 |
1.4% |
0.45 |
0.4% |
96% |
True |
False |
672,731 |
| 20 |
123.66 |
120.84 |
2.82 |
2.3% |
0.52 |
0.4% |
67% |
False |
False |
541,453 |
| 40 |
123.76 |
120.84 |
2.92 |
2.4% |
0.52 |
0.4% |
64% |
False |
False |
417,570 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.53 |
0.4% |
71% |
False |
False |
278,905 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.51 |
0.4% |
74% |
False |
False |
209,323 |
| 100 |
123.76 |
119.83 |
3.93 |
3.2% |
0.45 |
0.4% |
74% |
False |
False |
167,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.76 |
|
2.618 |
123.38 |
|
1.618 |
123.15 |
|
1.000 |
123.01 |
|
0.618 |
122.92 |
|
HIGH |
122.78 |
|
0.618 |
122.69 |
|
0.500 |
122.67 |
|
0.382 |
122.64 |
|
LOW |
122.55 |
|
0.618 |
122.41 |
|
1.000 |
122.32 |
|
1.618 |
122.18 |
|
2.618 |
121.95 |
|
4.250 |
121.57 |
|
|
| Fisher Pivots for day following 18-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.70 |
122.59 |
| PP |
122.68 |
122.46 |
| S1 |
122.67 |
122.33 |
|