Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
123.84 |
124.30 |
0.46 |
0.4% |
123.58 |
High |
124.53 |
124.30 |
-0.23 |
-0.2% |
124.53 |
Low |
123.78 |
123.88 |
0.10 |
0.1% |
122.96 |
Close |
124.20 |
123.91 |
-0.29 |
-0.2% |
124.20 |
Range |
0.75 |
0.42 |
-0.33 |
-44.0% |
1.57 |
ATR |
0.58 |
0.56 |
-0.01 |
-1.9% |
0.00 |
Volume |
1,238,589 |
795,493 |
-443,096 |
-35.8% |
4,983,363 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.29 |
125.02 |
124.14 |
|
R3 |
124.87 |
124.60 |
124.03 |
|
R2 |
124.45 |
124.45 |
123.99 |
|
R1 |
124.18 |
124.18 |
123.95 |
124.11 |
PP |
124.03 |
124.03 |
124.03 |
123.99 |
S1 |
123.76 |
123.76 |
123.87 |
123.69 |
S2 |
123.61 |
123.61 |
123.83 |
|
S3 |
123.19 |
123.34 |
123.79 |
|
S4 |
122.77 |
122.92 |
123.68 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.61 |
127.97 |
125.06 |
|
R3 |
127.04 |
126.40 |
124.63 |
|
R2 |
125.47 |
125.47 |
124.49 |
|
R1 |
124.83 |
124.83 |
124.34 |
125.15 |
PP |
123.90 |
123.90 |
123.90 |
124.06 |
S1 |
123.26 |
123.26 |
124.06 |
123.58 |
S2 |
122.33 |
122.33 |
123.91 |
|
S3 |
120.76 |
121.69 |
123.77 |
|
S4 |
119.19 |
120.12 |
123.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.53 |
122.96 |
1.57 |
1.3% |
0.59 |
0.5% |
61% |
False |
False |
1,021,165 |
10 |
124.53 |
122.81 |
1.72 |
1.4% |
0.56 |
0.5% |
64% |
False |
False |
957,924 |
20 |
124.53 |
121.18 |
3.35 |
2.7% |
0.52 |
0.4% |
81% |
False |
False |
836,038 |
40 |
124.53 |
120.84 |
3.69 |
3.0% |
0.53 |
0.4% |
83% |
False |
False |
679,627 |
60 |
124.53 |
120.46 |
4.07 |
3.3% |
0.53 |
0.4% |
85% |
False |
False |
490,516 |
80 |
124.53 |
120.20 |
4.33 |
3.5% |
0.53 |
0.4% |
86% |
False |
False |
368,221 |
100 |
124.53 |
119.83 |
4.70 |
3.8% |
0.50 |
0.4% |
87% |
False |
False |
294,654 |
120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.44 |
0.4% |
87% |
False |
False |
245,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.09 |
2.618 |
125.40 |
1.618 |
124.98 |
1.000 |
124.72 |
0.618 |
124.56 |
HIGH |
124.30 |
0.618 |
124.14 |
0.500 |
124.09 |
0.382 |
124.04 |
LOW |
123.88 |
0.618 |
123.62 |
1.000 |
123.46 |
1.618 |
123.20 |
2.618 |
122.78 |
4.250 |
122.10 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
124.09 |
123.86 |
PP |
124.03 |
123.81 |
S1 |
123.97 |
123.77 |
|