Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
121.54 |
121.27 |
-0.27 |
-0.2% |
121.97 |
High |
121.56 |
121.43 |
-0.13 |
-0.1% |
122.20 |
Low |
121.11 |
121.10 |
-0.01 |
0.0% |
121.11 |
Close |
121.20 |
121.36 |
0.16 |
0.1% |
121.20 |
Range |
0.45 |
0.33 |
-0.12 |
-26.7% |
1.09 |
ATR |
0.47 |
0.46 |
-0.01 |
-2.1% |
0.00 |
Volume |
10,428 |
7,207 |
-3,221 |
-30.9% |
16,343 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.29 |
122.15 |
121.54 |
|
R3 |
121.96 |
121.82 |
121.45 |
|
R2 |
121.63 |
121.63 |
121.42 |
|
R1 |
121.49 |
121.49 |
121.39 |
121.56 |
PP |
121.30 |
121.30 |
121.30 |
121.33 |
S1 |
121.16 |
121.16 |
121.33 |
121.23 |
S2 |
120.97 |
120.97 |
121.30 |
|
S3 |
120.64 |
120.83 |
121.27 |
|
S4 |
120.31 |
120.50 |
121.18 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.77 |
124.08 |
121.80 |
|
R3 |
123.68 |
122.99 |
121.50 |
|
R2 |
122.59 |
122.59 |
121.40 |
|
R1 |
121.90 |
121.90 |
121.30 |
121.70 |
PP |
121.50 |
121.50 |
121.50 |
121.41 |
S1 |
120.81 |
120.81 |
121.10 |
120.61 |
S2 |
120.41 |
120.41 |
121.00 |
|
S3 |
119.32 |
119.72 |
120.90 |
|
S4 |
118.23 |
118.63 |
120.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.20 |
121.10 |
1.10 |
0.9% |
0.39 |
0.3% |
24% |
False |
True |
4,681 |
10 |
122.57 |
121.10 |
1.47 |
1.2% |
0.41 |
0.3% |
18% |
False |
True |
2,960 |
20 |
123.05 |
121.10 |
1.95 |
1.6% |
0.45 |
0.4% |
13% |
False |
True |
1,818 |
40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.39 |
0.3% |
52% |
False |
False |
962 |
60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.34 |
0.3% |
52% |
False |
False |
681 |
80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.26 |
0.2% |
52% |
False |
False |
533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.83 |
2.618 |
122.29 |
1.618 |
121.96 |
1.000 |
121.76 |
0.618 |
121.63 |
HIGH |
121.43 |
0.618 |
121.30 |
0.500 |
121.27 |
0.382 |
121.23 |
LOW |
121.10 |
0.618 |
120.90 |
1.000 |
120.77 |
1.618 |
120.57 |
2.618 |
120.24 |
4.250 |
119.70 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
121.33 |
121.52 |
PP |
121.30 |
121.46 |
S1 |
121.27 |
121.41 |
|