Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
124.30 |
123.94 |
-0.36 |
-0.3% |
123.58 |
High |
124.30 |
124.06 |
-0.24 |
-0.2% |
124.53 |
Low |
123.88 |
123.22 |
-0.66 |
-0.5% |
122.96 |
Close |
123.91 |
123.98 |
0.07 |
0.1% |
124.20 |
Range |
0.42 |
0.84 |
0.42 |
100.0% |
1.57 |
ATR |
0.56 |
0.58 |
0.02 |
3.5% |
0.00 |
Volume |
795,493 |
1,251,304 |
455,811 |
57.3% |
4,983,363 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.27 |
125.97 |
124.44 |
|
R3 |
125.43 |
125.13 |
124.21 |
|
R2 |
124.59 |
124.59 |
124.13 |
|
R1 |
124.29 |
124.29 |
124.06 |
124.44 |
PP |
123.75 |
123.75 |
123.75 |
123.83 |
S1 |
123.45 |
123.45 |
123.90 |
123.60 |
S2 |
122.91 |
122.91 |
123.83 |
|
S3 |
122.07 |
122.61 |
123.75 |
|
S4 |
121.23 |
121.77 |
123.52 |
|
|
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% |
0.68 |
0.5% |
65% |
False |
False |
1,090,594 |
10 |
124.53 |
122.81 |
1.72 |
1.4% |
0.61 |
0.5% |
68% |
False |
False |
1,009,719 |
20 |
124.53 |
121.74 |
2.79 |
2.3% |
0.53 |
0.4% |
80% |
False |
False |
869,251 |
40 |
124.53 |
120.84 |
3.69 |
3.0% |
0.54 |
0.4% |
85% |
False |
False |
692,501 |
60 |
124.53 |
120.78 |
3.75 |
3.0% |
0.53 |
0.4% |
85% |
False |
False |
511,367 |
80 |
124.53 |
120.20 |
4.33 |
3.5% |
0.54 |
0.4% |
87% |
False |
False |
383,858 |
100 |
124.53 |
119.83 |
4.70 |
3.8% |
0.51 |
0.4% |
88% |
False |
False |
307,167 |
120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.45 |
0.4% |
88% |
False |
False |
255,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.63 |
2.618 |
126.26 |
1.618 |
125.42 |
1.000 |
124.90 |
0.618 |
124.58 |
HIGH |
124.06 |
0.618 |
123.74 |
0.500 |
123.64 |
0.382 |
123.54 |
LOW |
123.22 |
0.618 |
122.70 |
1.000 |
122.38 |
1.618 |
121.86 |
2.618 |
121.02 |
4.250 |
119.65 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
123.87 |
123.95 |
PP |
123.75 |
123.91 |
S1 |
123.64 |
123.88 |
|