Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
121.95 |
122.09 |
0.14 |
0.1% |
122.80 |
| High |
122.20 |
122.10 |
-0.10 |
-0.1% |
122.80 |
| Low |
121.77 |
121.89 |
0.12 |
0.1% |
121.50 |
| Close |
121.90 |
122.04 |
0.14 |
0.1% |
122.07 |
| Range |
0.43 |
0.21 |
-0.22 |
-51.2% |
1.30 |
| ATR |
0.48 |
0.46 |
-0.02 |
-4.0% |
0.00 |
| Volume |
418 |
3,198 |
2,780 |
665.1% |
6,175 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.64 |
122.55 |
122.16 |
|
| R3 |
122.43 |
122.34 |
122.10 |
|
| R2 |
122.22 |
122.22 |
122.08 |
|
| R1 |
122.13 |
122.13 |
122.06 |
122.07 |
| PP |
122.01 |
122.01 |
122.01 |
121.98 |
| S1 |
121.92 |
121.92 |
122.02 |
121.86 |
| S2 |
121.80 |
121.80 |
122.00 |
|
| S3 |
121.59 |
121.71 |
121.98 |
|
| S4 |
121.38 |
121.50 |
121.92 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.02 |
125.35 |
122.79 |
|
| R3 |
124.72 |
124.05 |
122.43 |
|
| R2 |
123.42 |
123.42 |
122.31 |
|
| R1 |
122.75 |
122.75 |
122.19 |
122.44 |
| PP |
122.12 |
122.12 |
122.12 |
121.97 |
| S1 |
121.45 |
121.45 |
121.95 |
121.14 |
| S2 |
120.82 |
120.82 |
121.83 |
|
| S3 |
119.52 |
120.15 |
121.71 |
|
| S4 |
118.22 |
118.85 |
121.36 |
|
|
| 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% |
0.31 |
0.3% |
77% |
False |
False |
1,077 |
| 10 |
123.05 |
121.50 |
1.55 |
1.3% |
0.48 |
0.4% |
35% |
False |
False |
1,284 |
| 20 |
123.05 |
121.27 |
1.78 |
1.5% |
0.45 |
0.4% |
43% |
False |
False |
847 |
| 40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.38 |
0.3% |
71% |
False |
False |
486 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.32 |
0.3% |
71% |
False |
False |
355 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.24 |
0.2% |
71% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.99 |
|
2.618 |
122.65 |
|
1.618 |
122.44 |
|
1.000 |
122.31 |
|
0.618 |
122.23 |
|
HIGH |
122.10 |
|
0.618 |
122.02 |
|
0.500 |
122.00 |
|
0.382 |
121.97 |
|
LOW |
121.89 |
|
0.618 |
121.76 |
|
1.000 |
121.68 |
|
1.618 |
121.55 |
|
2.618 |
121.34 |
|
4.250 |
121.00 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.03 |
122.02 |
| PP |
122.01 |
122.00 |
| S1 |
122.00 |
121.99 |
|