Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
121.81 |
122.14 |
0.33 |
0.3% |
122.00 |
High |
122.20 |
122.14 |
-0.06 |
0.0% |
122.20 |
Low |
121.53 |
121.94 |
0.41 |
0.3% |
121.50 |
Close |
121.91 |
122.04 |
0.13 |
0.1% |
121.91 |
Range |
0.67 |
0.20 |
-0.47 |
-70.1% |
0.70 |
ATR |
0.43 |
0.42 |
-0.01 |
-3.3% |
0.00 |
Volume |
109 |
433 |
324 |
297.2% |
1,650 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.64 |
122.54 |
122.15 |
|
R3 |
122.44 |
122.34 |
122.10 |
|
R2 |
122.24 |
122.24 |
122.08 |
|
R1 |
122.14 |
122.14 |
122.06 |
122.09 |
PP |
122.04 |
122.04 |
122.04 |
122.02 |
S1 |
121.94 |
121.94 |
122.02 |
121.89 |
S2 |
121.84 |
121.84 |
122.00 |
|
S3 |
121.64 |
121.74 |
121.99 |
|
S4 |
121.44 |
121.54 |
121.93 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.97 |
123.64 |
122.30 |
|
R3 |
123.27 |
122.94 |
122.10 |
|
R2 |
122.57 |
122.57 |
122.04 |
|
R1 |
122.24 |
122.24 |
121.97 |
122.06 |
PP |
121.87 |
121.87 |
121.87 |
121.78 |
S1 |
121.54 |
121.54 |
121.85 |
121.36 |
S2 |
121.17 |
121.17 |
121.78 |
|
S3 |
120.47 |
120.84 |
121.72 |
|
S4 |
119.77 |
120.14 |
121.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.20 |
121.50 |
0.70 |
0.6% |
0.43 |
0.3% |
77% |
False |
False |
414 |
10 |
122.20 |
121.01 |
1.19 |
1.0% |
0.44 |
0.4% |
87% |
False |
False |
276 |
20 |
122.20 |
119.78 |
2.42 |
2.0% |
0.37 |
0.3% |
93% |
False |
False |
201 |
40 |
122.66 |
119.52 |
3.14 |
2.6% |
0.35 |
0.3% |
80% |
False |
False |
149 |
60 |
122.66 |
119.52 |
3.14 |
2.6% |
0.23 |
0.2% |
80% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.99 |
2.618 |
122.66 |
1.618 |
122.46 |
1.000 |
122.34 |
0.618 |
122.26 |
HIGH |
122.14 |
0.618 |
122.06 |
0.500 |
122.04 |
0.382 |
122.02 |
LOW |
121.94 |
0.618 |
121.82 |
1.000 |
121.74 |
1.618 |
121.62 |
2.618 |
121.42 |
4.250 |
121.09 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
122.04 |
121.98 |
PP |
122.04 |
121.91 |
S1 |
122.04 |
121.85 |
|