Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
123.94 |
123.34 |
-0.60 |
-0.5% |
123.58 |
High |
124.06 |
123.71 |
-0.35 |
-0.3% |
124.53 |
Low |
123.22 |
122.98 |
-0.24 |
-0.2% |
122.96 |
Close |
123.98 |
123.47 |
-0.51 |
-0.4% |
124.20 |
Range |
0.84 |
0.73 |
-0.11 |
-13.1% |
1.57 |
ATR |
0.58 |
0.61 |
0.03 |
5.1% |
0.00 |
Volume |
1,251,304 |
1,324,886 |
73,582 |
5.9% |
4,983,363 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.58 |
125.25 |
123.87 |
|
R3 |
124.85 |
124.52 |
123.67 |
|
R2 |
124.12 |
124.12 |
123.60 |
|
R1 |
123.79 |
123.79 |
123.54 |
123.96 |
PP |
123.39 |
123.39 |
123.39 |
123.47 |
S1 |
123.06 |
123.06 |
123.40 |
123.23 |
S2 |
122.66 |
122.66 |
123.34 |
|
S3 |
121.93 |
122.33 |
123.27 |
|
S4 |
121.20 |
121.60 |
123.07 |
|
|
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 |
122.98 |
1.55 |
1.3% |
0.74 |
0.6% |
32% |
False |
True |
1,164,055 |
10 |
124.53 |
122.81 |
1.72 |
1.4% |
0.62 |
0.5% |
38% |
False |
False |
1,033,919 |
20 |
124.53 |
121.86 |
2.67 |
2.2% |
0.54 |
0.4% |
60% |
False |
False |
893,606 |
40 |
124.53 |
120.84 |
3.69 |
3.0% |
0.54 |
0.4% |
71% |
False |
False |
708,474 |
60 |
124.53 |
120.78 |
3.75 |
3.0% |
0.54 |
0.4% |
72% |
False |
False |
533,421 |
80 |
124.53 |
120.20 |
4.33 |
3.5% |
0.54 |
0.4% |
76% |
False |
False |
400,405 |
100 |
124.53 |
119.83 |
4.70 |
3.8% |
0.51 |
0.4% |
77% |
False |
False |
320,416 |
120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.45 |
0.4% |
77% |
False |
False |
267,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.81 |
2.618 |
125.62 |
1.618 |
124.89 |
1.000 |
124.44 |
0.618 |
124.16 |
HIGH |
123.71 |
0.618 |
123.43 |
0.500 |
123.35 |
0.382 |
123.26 |
LOW |
122.98 |
0.618 |
122.53 |
1.000 |
122.25 |
1.618 |
121.80 |
2.618 |
121.07 |
4.250 |
119.88 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
123.43 |
123.64 |
PP |
123.39 |
123.58 |
S1 |
123.35 |
123.53 |
|