Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
123.24 |
123.44 |
0.20 |
0.2% |
122.69 |
High |
123.29 |
123.51 |
0.22 |
0.2% |
123.49 |
Low |
122.92 |
123.16 |
0.24 |
0.2% |
122.29 |
Close |
123.15 |
123.28 |
0.13 |
0.1% |
123.15 |
Range |
0.37 |
0.35 |
-0.02 |
-5.4% |
1.20 |
ATR |
0.54 |
0.52 |
-0.01 |
-2.3% |
0.00 |
Volume |
545,870 |
733,356 |
187,486 |
34.3% |
2,911,650 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.37 |
124.17 |
123.47 |
|
R3 |
124.02 |
123.82 |
123.38 |
|
R2 |
123.67 |
123.67 |
123.34 |
|
R1 |
123.47 |
123.47 |
123.31 |
123.40 |
PP |
123.32 |
123.32 |
123.32 |
123.28 |
S1 |
123.12 |
123.12 |
123.25 |
123.05 |
S2 |
122.97 |
122.97 |
123.22 |
|
S3 |
122.62 |
122.77 |
123.18 |
|
S4 |
122.27 |
122.42 |
123.09 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.58 |
126.06 |
123.81 |
|
R3 |
125.38 |
124.86 |
123.48 |
|
R2 |
124.18 |
124.18 |
123.37 |
|
R1 |
123.66 |
123.66 |
123.26 |
123.92 |
PP |
122.98 |
122.98 |
122.98 |
123.11 |
S1 |
122.46 |
122.46 |
123.04 |
122.72 |
S2 |
121.78 |
121.78 |
122.93 |
|
S3 |
120.58 |
121.26 |
122.82 |
|
S4 |
119.38 |
120.06 |
122.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.51 |
122.29 |
1.22 |
1.0% |
0.49 |
0.4% |
81% |
True |
False |
774,688 |
10 |
123.51 |
121.74 |
1.77 |
1.4% |
0.45 |
0.4% |
87% |
True |
False |
728,782 |
20 |
123.51 |
120.84 |
2.67 |
2.2% |
0.48 |
0.4% |
91% |
True |
False |
598,383 |
40 |
123.76 |
120.84 |
2.92 |
2.4% |
0.53 |
0.4% |
84% |
False |
False |
513,669 |
60 |
123.76 |
120.36 |
3.40 |
2.8% |
0.54 |
0.4% |
86% |
False |
False |
343,399 |
80 |
123.76 |
120.20 |
3.56 |
2.9% |
0.52 |
0.4% |
87% |
False |
False |
257,721 |
100 |
123.76 |
119.83 |
3.93 |
3.2% |
0.47 |
0.4% |
88% |
False |
False |
206,200 |
120 |
123.76 |
118.50 |
5.26 |
4.3% |
0.40 |
0.3% |
91% |
False |
False |
171,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.00 |
2.618 |
124.43 |
1.618 |
124.08 |
1.000 |
123.86 |
0.618 |
123.73 |
HIGH |
123.51 |
0.618 |
123.38 |
0.500 |
123.34 |
0.382 |
123.29 |
LOW |
123.16 |
0.618 |
122.94 |
1.000 |
122.81 |
1.618 |
122.59 |
2.618 |
122.24 |
4.250 |
121.67 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
123.34 |
123.26 |
PP |
123.32 |
123.24 |
S1 |
123.30 |
123.22 |
|