Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
123.58 |
123.48 |
-0.10 |
-0.1% |
123.24 |
High |
123.63 |
123.58 |
-0.05 |
0.0% |
123.70 |
Low |
123.35 |
123.18 |
-0.17 |
-0.1% |
122.81 |
Close |
123.51 |
123.47 |
-0.04 |
0.0% |
123.38 |
Range |
0.28 |
0.40 |
0.12 |
42.9% |
0.89 |
ATR |
0.54 |
0.53 |
-0.01 |
-1.8% |
0.00 |
Volume |
673,031 |
904,157 |
231,126 |
34.3% |
4,346,261 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.61 |
124.44 |
123.69 |
|
R3 |
124.21 |
124.04 |
123.58 |
|
R2 |
123.81 |
123.81 |
123.54 |
|
R1 |
123.64 |
123.64 |
123.51 |
123.53 |
PP |
123.41 |
123.41 |
123.41 |
123.35 |
S1 |
123.24 |
123.24 |
123.43 |
123.13 |
S2 |
123.01 |
123.01 |
123.40 |
|
S3 |
122.61 |
122.84 |
123.36 |
|
S4 |
122.21 |
122.44 |
123.25 |
|
|
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% |
0.55 |
0.4% |
74% |
False |
False |
928,844 |
10 |
123.70 |
122.29 |
1.41 |
1.1% |
0.52 |
0.4% |
84% |
False |
False |
851,766 |
20 |
123.70 |
121.10 |
2.60 |
2.1% |
0.49 |
0.4% |
91% |
False |
False |
762,249 |
40 |
123.72 |
120.84 |
2.88 |
2.3% |
0.53 |
0.4% |
91% |
False |
False |
623,292 |
60 |
123.76 |
120.36 |
3.40 |
2.8% |
0.53 |
0.4% |
91% |
False |
False |
420,683 |
80 |
123.76 |
120.20 |
3.56 |
2.9% |
0.52 |
0.4% |
92% |
False |
False |
315,761 |
100 |
123.76 |
119.83 |
3.93 |
3.2% |
0.49 |
0.4% |
93% |
False |
False |
252,640 |
120 |
123.76 |
118.73 |
5.03 |
4.1% |
0.42 |
0.3% |
94% |
False |
False |
210,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.28 |
2.618 |
124.63 |
1.618 |
124.23 |
1.000 |
123.98 |
0.618 |
123.83 |
HIGH |
123.58 |
0.618 |
123.43 |
0.500 |
123.38 |
0.382 |
123.33 |
LOW |
123.18 |
0.618 |
122.93 |
1.000 |
122.78 |
1.618 |
122.53 |
2.618 |
122.13 |
4.250 |
121.48 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
123.44 |
123.42 |
PP |
123.41 |
123.37 |
S1 |
123.38 |
123.33 |
|