Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
122.25 |
122.75 |
0.50 |
0.4% |
121.97 |
| High |
122.68 |
122.95 |
0.27 |
0.2% |
122.20 |
| Low |
122.19 |
122.65 |
0.46 |
0.4% |
121.11 |
| Close |
122.53 |
122.83 |
0.30 |
0.2% |
121.20 |
| Range |
0.49 |
0.30 |
-0.19 |
-38.8% |
1.09 |
| ATR |
0.51 |
0.50 |
-0.01 |
-1.2% |
0.00 |
| Volume |
50,297 |
34,603 |
-15,694 |
-31.2% |
16,343 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.71 |
123.57 |
123.00 |
|
| R3 |
123.41 |
123.27 |
122.91 |
|
| R2 |
123.11 |
123.11 |
122.89 |
|
| R1 |
122.97 |
122.97 |
122.86 |
123.04 |
| PP |
122.81 |
122.81 |
122.81 |
122.85 |
| S1 |
122.67 |
122.67 |
122.80 |
122.74 |
| S2 |
122.51 |
122.51 |
122.78 |
|
| S3 |
122.21 |
122.37 |
122.75 |
|
| S4 |
121.91 |
122.07 |
122.67 |
|
|
| 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 |
122.95 |
121.10 |
1.85 |
1.5% |
0.54 |
0.4% |
94% |
True |
False |
25,034 |
| 10 |
122.95 |
121.10 |
1.85 |
1.5% |
0.45 |
0.4% |
94% |
True |
False |
13,199 |
| 20 |
123.05 |
121.10 |
1.95 |
1.6% |
0.48 |
0.4% |
89% |
False |
False |
7,118 |
| 40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.41 |
0.3% |
94% |
False |
False |
3,648 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.38 |
0.3% |
94% |
False |
False |
2,466 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.28 |
0.2% |
94% |
False |
False |
1,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.23 |
|
2.618 |
123.74 |
|
1.618 |
123.44 |
|
1.000 |
123.25 |
|
0.618 |
123.14 |
|
HIGH |
122.95 |
|
0.618 |
122.84 |
|
0.500 |
122.80 |
|
0.382 |
122.76 |
|
LOW |
122.65 |
|
0.618 |
122.46 |
|
1.000 |
122.35 |
|
1.618 |
122.16 |
|
2.618 |
121.86 |
|
4.250 |
121.38 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.82 |
122.58 |
| PP |
122.81 |
122.34 |
| S1 |
122.80 |
122.09 |
|