Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
123.48 |
123.38 |
-0.10 |
-0.1% |
123.24 |
High |
123.58 |
123.39 |
-0.19 |
-0.2% |
123.70 |
Low |
123.18 |
122.96 |
-0.22 |
-0.2% |
122.81 |
Close |
123.47 |
123.21 |
-0.26 |
-0.2% |
123.38 |
Range |
0.40 |
0.43 |
0.03 |
7.5% |
0.89 |
ATR |
0.53 |
0.53 |
0.00 |
-0.2% |
0.00 |
Volume |
904,157 |
957,580 |
53,423 |
5.9% |
4,346,261 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.48 |
124.27 |
123.45 |
|
R3 |
124.05 |
123.84 |
123.33 |
|
R2 |
123.62 |
123.62 |
123.29 |
|
R1 |
123.41 |
123.41 |
123.25 |
123.30 |
PP |
123.19 |
123.19 |
123.19 |
123.13 |
S1 |
122.98 |
122.98 |
123.17 |
122.87 |
S2 |
122.76 |
122.76 |
123.13 |
|
S3 |
122.33 |
122.55 |
123.09 |
|
S4 |
121.90 |
122.12 |
122.97 |
|
|
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% |
0.50 |
0.4% |
45% |
False |
False |
903,782 |
10 |
123.70 |
122.62 |
1.08 |
0.9% |
0.51 |
0.4% |
55% |
False |
False |
870,885 |
20 |
123.70 |
121.11 |
2.59 |
2.1% |
0.48 |
0.4% |
81% |
False |
False |
780,592 |
40 |
123.72 |
120.84 |
2.88 |
2.3% |
0.53 |
0.4% |
82% |
False |
False |
642,892 |
60 |
123.76 |
120.36 |
3.40 |
2.8% |
0.52 |
0.4% |
84% |
False |
False |
436,616 |
80 |
123.76 |
120.20 |
3.56 |
2.9% |
0.53 |
0.4% |
85% |
False |
False |
327,731 |
100 |
123.76 |
119.83 |
3.93 |
3.2% |
0.49 |
0.4% |
86% |
False |
False |
262,216 |
120 |
123.76 |
118.91 |
4.85 |
3.9% |
0.42 |
0.3% |
89% |
False |
False |
218,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.22 |
2.618 |
124.52 |
1.618 |
124.09 |
1.000 |
123.82 |
0.618 |
123.66 |
HIGH |
123.39 |
0.618 |
123.23 |
0.500 |
123.18 |
0.382 |
123.12 |
LOW |
122.96 |
0.618 |
122.69 |
1.000 |
122.53 |
1.618 |
122.26 |
2.618 |
121.83 |
4.250 |
121.13 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
123.20 |
123.30 |
PP |
123.19 |
123.27 |
S1 |
123.18 |
123.24 |
|