Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
123.47 |
123.58 |
0.11 |
0.1% |
123.24 |
High |
123.70 |
123.63 |
-0.07 |
-0.1% |
123.70 |
Low |
122.95 |
123.35 |
0.40 |
0.3% |
122.81 |
Close |
123.38 |
123.51 |
0.13 |
0.1% |
123.38 |
Range |
0.75 |
0.28 |
-0.47 |
-62.7% |
0.89 |
ATR |
0.56 |
0.54 |
-0.02 |
-3.5% |
0.00 |
Volume |
923,100 |
673,031 |
-250,069 |
-27.1% |
4,346,261 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.34 |
124.20 |
123.66 |
|
R3 |
124.06 |
123.92 |
123.59 |
|
R2 |
123.78 |
123.78 |
123.56 |
|
R1 |
123.64 |
123.64 |
123.54 |
123.57 |
PP |
123.50 |
123.50 |
123.50 |
123.46 |
S1 |
123.36 |
123.36 |
123.48 |
123.29 |
S2 |
123.22 |
123.22 |
123.46 |
|
S3 |
122.94 |
123.08 |
123.43 |
|
S4 |
122.66 |
122.80 |
123.36 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.97 |
125.56 |
123.87 |
|
R3 |
125.08 |
124.67 |
123.62 |
|
R2 |
124.19 |
124.19 |
123.54 |
|
R1 |
123.78 |
123.78 |
123.46 |
123.99 |
PP |
123.30 |
123.30 |
123.30 |
123.40 |
S1 |
122.89 |
122.89 |
123.30 |
123.10 |
S2 |
122.41 |
122.41 |
123.22 |
|
S3 |
121.52 |
122.00 |
123.14 |
|
S4 |
120.63 |
121.11 |
122.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.70 |
122.81 |
0.89 |
0.7% |
0.54 |
0.4% |
79% |
False |
False |
894,684 |
10 |
123.70 |
122.29 |
1.41 |
1.1% |
0.50 |
0.4% |
87% |
False |
False |
793,094 |
20 |
123.70 |
120.84 |
2.86 |
2.3% |
0.49 |
0.4% |
93% |
False |
False |
740,512 |
40 |
123.72 |
120.84 |
2.88 |
2.3% |
0.52 |
0.4% |
93% |
False |
False |
603,755 |
60 |
123.76 |
120.36 |
3.40 |
2.8% |
0.53 |
0.4% |
93% |
False |
False |
405,619 |
80 |
123.76 |
120.20 |
3.56 |
2.9% |
0.52 |
0.4% |
93% |
False |
False |
304,462 |
100 |
123.76 |
119.83 |
3.93 |
3.2% |
0.49 |
0.4% |
94% |
False |
False |
243,598 |
120 |
123.76 |
118.59 |
5.17 |
4.2% |
0.42 |
0.3% |
95% |
False |
False |
203,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.82 |
2.618 |
124.36 |
1.618 |
124.08 |
1.000 |
123.91 |
0.618 |
123.80 |
HIGH |
123.63 |
0.618 |
123.52 |
0.500 |
123.49 |
0.382 |
123.46 |
LOW |
123.35 |
0.618 |
123.18 |
1.000 |
123.07 |
1.618 |
122.90 |
2.618 |
122.62 |
4.250 |
122.16 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
123.50 |
123.43 |
PP |
123.50 |
123.34 |
S1 |
123.49 |
123.26 |
|