Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 02-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
122.87 |
122.84 |
-0.03 |
0.0% |
121.27 |
High |
122.98 |
122.93 |
-0.05 |
0.0% |
123.03 |
Low |
122.61 |
122.48 |
-0.13 |
-0.1% |
121.10 |
Close |
122.86 |
122.74 |
-0.12 |
-0.1% |
122.98 |
Range |
0.37 |
0.45 |
0.08 |
21.6% |
1.93 |
ATR |
0.49 |
0.48 |
0.00 |
-0.5% |
0.00 |
Volume |
117,918 |
226,684 |
108,766 |
92.2% |
233,450 |
|
Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.07 |
123.85 |
122.99 |
|
R3 |
123.62 |
123.40 |
122.86 |
|
R2 |
123.17 |
123.17 |
122.82 |
|
R1 |
122.95 |
122.95 |
122.78 |
122.84 |
PP |
122.72 |
122.72 |
122.72 |
122.66 |
S1 |
122.50 |
122.50 |
122.70 |
122.39 |
S2 |
122.27 |
122.27 |
122.66 |
|
S3 |
121.82 |
122.05 |
122.62 |
|
S4 |
121.37 |
121.60 |
122.49 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.16 |
127.50 |
124.04 |
|
R3 |
126.23 |
125.57 |
123.51 |
|
R2 |
124.30 |
124.30 |
123.33 |
|
R1 |
123.64 |
123.64 |
123.16 |
123.97 |
PP |
122.37 |
122.37 |
122.37 |
122.54 |
S1 |
121.71 |
121.71 |
122.80 |
122.04 |
S2 |
120.44 |
120.44 |
122.63 |
|
S3 |
118.51 |
119.78 |
122.45 |
|
S4 |
116.58 |
117.85 |
121.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.03 |
122.19 |
0.84 |
0.7% |
0.40 |
0.3% |
65% |
False |
False |
109,641 |
10 |
123.03 |
121.10 |
1.93 |
1.6% |
0.47 |
0.4% |
85% |
False |
False |
59,383 |
20 |
123.05 |
121.10 |
1.95 |
1.6% |
0.48 |
0.4% |
84% |
False |
False |
30,212 |
40 |
123.05 |
119.78 |
3.27 |
2.7% |
0.43 |
0.3% |
91% |
False |
False |
15,225 |
60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.40 |
0.3% |
91% |
False |
False |
10,183 |
80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.30 |
0.2% |
91% |
False |
False |
7,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.84 |
2.618 |
124.11 |
1.618 |
123.66 |
1.000 |
123.38 |
0.618 |
123.21 |
HIGH |
122.93 |
0.618 |
122.76 |
0.500 |
122.71 |
0.382 |
122.65 |
LOW |
122.48 |
0.618 |
122.20 |
1.000 |
122.03 |
1.618 |
121.75 |
2.618 |
121.30 |
4.250 |
120.57 |
|
|
Fisher Pivots for day following 02-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
122.73 |
122.76 |
PP |
122.72 |
122.75 |
S1 |
122.71 |
122.75 |
|