Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
122.80 |
122.40 |
-0.40 |
-0.3% |
122.14 |
High |
122.80 |
122.57 |
-0.23 |
-0.2% |
123.05 |
Low |
122.46 |
121.88 |
-0.58 |
-0.5% |
121.50 |
Close |
122.43 |
122.51 |
0.08 |
0.1% |
122.72 |
Range |
0.34 |
0.69 |
0.35 |
102.9% |
1.55 |
ATR |
0.47 |
0.48 |
0.02 |
3.4% |
0.00 |
Volume |
116 |
3,066 |
2,950 |
2,543.1% |
5,000 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.39 |
124.14 |
122.89 |
|
R3 |
123.70 |
123.45 |
122.70 |
|
R2 |
123.01 |
123.01 |
122.64 |
|
R1 |
122.76 |
122.76 |
122.57 |
122.89 |
PP |
122.32 |
122.32 |
122.32 |
122.38 |
S1 |
122.07 |
122.07 |
122.45 |
122.20 |
S2 |
121.63 |
121.63 |
122.38 |
|
S3 |
120.94 |
121.38 |
122.32 |
|
S4 |
120.25 |
120.69 |
122.13 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.05 |
121.50 |
1.55 |
1.3% |
0.61 |
0.5% |
65% |
False |
False |
1,370 |
10 |
123.05 |
121.50 |
1.55 |
1.3% |
0.51 |
0.4% |
65% |
False |
False |
974 |
20 |
123.05 |
120.42 |
2.63 |
2.1% |
0.45 |
0.4% |
79% |
False |
False |
568 |
40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.40 |
0.3% |
85% |
False |
False |
331 |
60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.29 |
0.2% |
85% |
False |
False |
252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.50 |
2.618 |
124.38 |
1.618 |
123.69 |
1.000 |
123.26 |
0.618 |
123.00 |
HIGH |
122.57 |
0.618 |
122.31 |
0.500 |
122.23 |
0.382 |
122.14 |
LOW |
121.88 |
0.618 |
121.45 |
1.000 |
121.19 |
1.618 |
120.76 |
2.618 |
120.07 |
4.250 |
118.95 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
122.42 |
122.50 |
PP |
122.32 |
122.48 |
S1 |
122.23 |
122.47 |
|