Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
121.41 |
122.25 |
0.84 |
0.7% |
121.97 |
| High |
122.38 |
122.68 |
0.30 |
0.2% |
122.20 |
| Low |
121.23 |
122.19 |
0.96 |
0.8% |
121.11 |
| Close |
122.19 |
122.53 |
0.34 |
0.3% |
121.20 |
| Range |
1.15 |
0.49 |
-0.66 |
-57.4% |
1.09 |
| ATR |
0.51 |
0.51 |
0.00 |
-0.3% |
0.00 |
| Volume |
22,636 |
50,297 |
27,661 |
122.2% |
16,343 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.94 |
123.72 |
122.80 |
|
| R3 |
123.45 |
123.23 |
122.66 |
|
| R2 |
122.96 |
122.96 |
122.62 |
|
| R1 |
122.74 |
122.74 |
122.57 |
122.85 |
| PP |
122.47 |
122.47 |
122.47 |
122.52 |
| S1 |
122.25 |
122.25 |
122.49 |
122.36 |
| S2 |
121.98 |
121.98 |
122.44 |
|
| S3 |
121.49 |
121.76 |
122.40 |
|
| S4 |
121.00 |
121.27 |
122.26 |
|
|
| 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 |
122.68 |
121.10 |
1.58 |
1.3% |
0.59 |
0.5% |
91% |
True |
False |
18,545 |
| 10 |
122.68 |
121.10 |
1.58 |
1.3% |
0.45 |
0.4% |
91% |
True |
False |
9,811 |
| 20 |
123.05 |
121.10 |
1.95 |
1.6% |
0.49 |
0.4% |
73% |
False |
False |
5,414 |
| 40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.41 |
0.3% |
85% |
False |
False |
2,784 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.37 |
0.3% |
85% |
False |
False |
1,892 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.28 |
0.2% |
85% |
False |
False |
1,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.76 |
|
2.618 |
123.96 |
|
1.618 |
123.47 |
|
1.000 |
123.17 |
|
0.618 |
122.98 |
|
HIGH |
122.68 |
|
0.618 |
122.49 |
|
0.500 |
122.44 |
|
0.382 |
122.38 |
|
LOW |
122.19 |
|
0.618 |
121.89 |
|
1.000 |
121.70 |
|
1.618 |
121.40 |
|
2.618 |
120.91 |
|
4.250 |
120.11 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.50 |
122.32 |
| PP |
122.47 |
122.10 |
| S1 |
122.44 |
121.89 |
|