Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
122.40 |
121.69 |
-0.71 |
-0.6% |
122.14 |
High |
122.57 |
122.21 |
-0.36 |
-0.3% |
123.05 |
Low |
121.88 |
121.63 |
-0.25 |
-0.2% |
121.50 |
Close |
122.51 |
121.99 |
-0.52 |
-0.4% |
122.72 |
Range |
0.69 |
0.58 |
-0.11 |
-15.9% |
1.55 |
ATR |
0.48 |
0.51 |
0.03 |
5.9% |
0.00 |
Volume |
3,066 |
1,365 |
-1,701 |
-55.5% |
5,000 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.68 |
123.42 |
122.31 |
|
R3 |
123.10 |
122.84 |
122.15 |
|
R2 |
122.52 |
122.52 |
122.10 |
|
R1 |
122.26 |
122.26 |
122.04 |
122.39 |
PP |
121.94 |
121.94 |
121.94 |
122.01 |
S1 |
121.68 |
121.68 |
121.94 |
121.81 |
S2 |
121.36 |
121.36 |
121.88 |
|
S3 |
120.78 |
121.10 |
121.83 |
|
S4 |
120.20 |
120.52 |
121.67 |
|
|
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 |
121.54 |
1.51 |
1.2% |
0.65 |
0.5% |
30% |
False |
False |
1,491 |
10 |
123.05 |
121.50 |
1.55 |
1.3% |
0.52 |
0.4% |
32% |
False |
False |
1,018 |
20 |
123.05 |
120.56 |
2.49 |
2.0% |
0.46 |
0.4% |
57% |
False |
False |
623 |
40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.41 |
0.3% |
70% |
False |
False |
363 |
60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.30 |
0.2% |
70% |
False |
False |
273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.68 |
2.618 |
123.73 |
1.618 |
123.15 |
1.000 |
122.79 |
0.618 |
122.57 |
HIGH |
122.21 |
0.618 |
121.99 |
0.500 |
121.92 |
0.382 |
121.85 |
LOW |
121.63 |
0.618 |
121.27 |
1.000 |
121.05 |
1.618 |
120.69 |
2.618 |
120.11 |
4.250 |
119.17 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
121.97 |
122.22 |
PP |
121.94 |
122.14 |
S1 |
121.92 |
122.07 |
|