Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 15-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
15-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
123.15 |
123.37 |
0.22 |
0.2% |
124.30 |
High |
123.63 |
123.57 |
-0.06 |
0.0% |
124.30 |
Low |
123.10 |
123.32 |
0.22 |
0.2% |
122.92 |
Close |
123.55 |
123.37 |
-0.18 |
-0.1% |
123.55 |
Range |
0.53 |
0.25 |
-0.28 |
-52.8% |
1.38 |
ATR |
0.60 |
0.58 |
-0.03 |
-4.2% |
0.00 |
Volume |
836,996 |
294,354 |
-542,642 |
-64.8% |
5,428,143 |
|
Daily Pivots for day following 15-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.17 |
124.02 |
123.51 |
|
R3 |
123.92 |
123.77 |
123.44 |
|
R2 |
123.67 |
123.67 |
123.42 |
|
R1 |
123.52 |
123.52 |
123.39 |
123.50 |
PP |
123.42 |
123.42 |
123.42 |
123.41 |
S1 |
123.27 |
123.27 |
123.35 |
123.25 |
S2 |
123.17 |
123.17 |
123.32 |
|
S3 |
122.92 |
123.02 |
123.30 |
|
S4 |
122.67 |
122.77 |
123.23 |
|
|
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 |
124.06 |
122.92 |
1.14 |
0.9% |
0.56 |
0.5% |
39% |
False |
False |
985,400 |
10 |
124.53 |
122.92 |
1.61 |
1.3% |
0.58 |
0.5% |
28% |
False |
False |
1,003,282 |
20 |
124.53 |
122.29 |
2.24 |
1.8% |
0.54 |
0.4% |
48% |
False |
False |
898,188 |
40 |
124.53 |
120.84 |
3.69 |
3.0% |
0.54 |
0.4% |
69% |
False |
False |
723,530 |
60 |
124.53 |
120.84 |
3.69 |
3.0% |
0.53 |
0.4% |
69% |
False |
False |
572,545 |
80 |
124.53 |
120.20 |
4.33 |
3.5% |
0.54 |
0.4% |
73% |
False |
False |
429,759 |
100 |
124.53 |
119.83 |
4.70 |
3.8% |
0.51 |
0.4% |
75% |
False |
False |
343,922 |
120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.46 |
0.4% |
75% |
False |
False |
286,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.63 |
2.618 |
124.22 |
1.618 |
123.97 |
1.000 |
123.82 |
0.618 |
123.72 |
HIGH |
123.57 |
0.618 |
123.47 |
0.500 |
123.45 |
0.382 |
123.42 |
LOW |
123.32 |
0.618 |
123.17 |
1.000 |
123.07 |
1.618 |
122.92 |
2.618 |
122.67 |
4.250 |
122.26 |
|
|
Fisher Pivots for day following 15-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
123.45 |
123.34 |
PP |
123.42 |
123.31 |
S1 |
123.40 |
123.28 |
|