Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
123.16 |
123.15 |
-0.01 |
0.0% |
124.30 |
High |
123.37 |
123.63 |
0.26 |
0.2% |
124.30 |
Low |
122.92 |
123.10 |
0.18 |
0.1% |
122.92 |
Close |
123.15 |
123.55 |
0.40 |
0.3% |
123.55 |
Range |
0.45 |
0.53 |
0.08 |
17.8% |
1.38 |
ATR |
0.61 |
0.60 |
-0.01 |
-0.9% |
0.00 |
Volume |
1,219,464 |
836,996 |
-382,468 |
-31.4% |
5,428,143 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.02 |
124.81 |
123.84 |
|
R3 |
124.49 |
124.28 |
123.70 |
|
R2 |
123.96 |
123.96 |
123.65 |
|
R1 |
123.75 |
123.75 |
123.60 |
123.86 |
PP |
123.43 |
123.43 |
123.43 |
123.48 |
S1 |
123.22 |
123.22 |
123.50 |
123.33 |
S2 |
122.90 |
122.90 |
123.45 |
|
S3 |
122.37 |
122.69 |
123.40 |
|
S4 |
121.84 |
122.16 |
123.26 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.73 |
127.02 |
124.31 |
|
R3 |
126.35 |
125.64 |
123.93 |
|
R2 |
124.97 |
124.97 |
123.80 |
|
R1 |
124.26 |
124.26 |
123.68 |
123.93 |
PP |
123.59 |
123.59 |
123.59 |
123.42 |
S1 |
122.88 |
122.88 |
123.42 |
122.55 |
S2 |
122.21 |
122.21 |
123.30 |
|
S3 |
120.83 |
121.50 |
123.17 |
|
S4 |
119.45 |
120.12 |
122.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.30 |
122.92 |
1.38 |
1.1% |
0.59 |
0.5% |
46% |
False |
False |
1,085,628 |
10 |
124.53 |
122.92 |
1.61 |
1.3% |
0.58 |
0.5% |
39% |
False |
False |
1,041,150 |
20 |
124.53 |
122.24 |
2.29 |
1.9% |
0.55 |
0.4% |
57% |
False |
False |
918,692 |
40 |
124.53 |
120.84 |
3.69 |
3.0% |
0.54 |
0.4% |
73% |
False |
False |
730,536 |
60 |
124.53 |
120.78 |
3.75 |
3.0% |
0.54 |
0.4% |
74% |
False |
False |
567,655 |
80 |
124.53 |
120.20 |
4.33 |
3.5% |
0.54 |
0.4% |
77% |
False |
False |
426,083 |
100 |
124.53 |
119.83 |
4.70 |
3.8% |
0.52 |
0.4% |
79% |
False |
False |
340,978 |
120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.46 |
0.4% |
79% |
False |
False |
284,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.88 |
2.618 |
125.02 |
1.618 |
124.49 |
1.000 |
124.16 |
0.618 |
123.96 |
HIGH |
123.63 |
0.618 |
123.43 |
0.500 |
123.37 |
0.382 |
123.30 |
LOW |
123.10 |
0.618 |
122.77 |
1.000 |
122.57 |
1.618 |
122.24 |
2.618 |
121.71 |
4.250 |
120.85 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
123.49 |
123.47 |
PP |
123.43 |
123.39 |
S1 |
123.37 |
123.32 |
|