Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
121.58 |
122.33 |
0.75 |
0.6% |
122.14 |
High |
122.47 |
123.05 |
0.58 |
0.5% |
123.05 |
Low |
121.54 |
122.32 |
0.78 |
0.6% |
121.50 |
Close |
122.23 |
122.72 |
0.49 |
0.4% |
122.72 |
Range |
0.93 |
0.73 |
-0.20 |
-21.5% |
1.55 |
ATR |
0.45 |
0.48 |
0.03 |
5.9% |
0.00 |
Volume |
551 |
2,360 |
1,809 |
328.3% |
5,000 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.89 |
124.53 |
123.12 |
|
R3 |
124.16 |
123.80 |
122.92 |
|
R2 |
123.43 |
123.43 |
122.85 |
|
R1 |
123.07 |
123.07 |
122.79 |
123.25 |
PP |
122.70 |
122.70 |
122.70 |
122.79 |
S1 |
122.34 |
122.34 |
122.65 |
122.52 |
S2 |
121.97 |
121.97 |
122.59 |
|
S3 |
121.24 |
121.61 |
122.52 |
|
S4 |
120.51 |
120.88 |
122.32 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.07 |
126.45 |
123.57 |
|
R3 |
125.52 |
124.90 |
123.15 |
|
R2 |
123.97 |
123.97 |
123.00 |
|
R1 |
123.35 |
123.35 |
122.86 |
123.66 |
PP |
122.42 |
122.42 |
122.42 |
122.58 |
S1 |
121.80 |
121.80 |
122.58 |
122.11 |
S2 |
120.87 |
120.87 |
122.44 |
|
S3 |
119.32 |
120.25 |
122.29 |
|
S4 |
117.77 |
118.70 |
121.87 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.15 |
2.618 |
124.96 |
1.618 |
124.23 |
1.000 |
123.78 |
0.618 |
123.50 |
HIGH |
123.05 |
0.618 |
122.77 |
0.500 |
122.69 |
0.382 |
122.60 |
LOW |
122.32 |
0.618 |
121.87 |
1.000 |
121.59 |
1.618 |
121.14 |
2.618 |
120.41 |
4.250 |
119.22 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
122.71 |
122.57 |
PP |
122.70 |
122.42 |
S1 |
122.69 |
122.28 |
|