Euro Bund Future March 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 |
122.88 |
123.70 |
0.82 |
0.7% |
123.37 |
High |
123.87 |
124.16 |
0.29 |
0.2% |
123.61 |
Low |
122.68 |
123.64 |
0.96 |
0.8% |
122.56 |
Close |
123.67 |
124.01 |
0.34 |
0.3% |
122.66 |
Range |
1.19 |
0.52 |
-0.67 |
-56.3% |
1.05 |
ATR |
0.59 |
0.59 |
-0.01 |
-0.8% |
0.00 |
Volume |
1,365,345 |
1,123,028 |
-242,317 |
-17.7% |
2,946,259 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.50 |
125.27 |
124.30 |
|
R3 |
124.98 |
124.75 |
124.15 |
|
R2 |
124.46 |
124.46 |
124.11 |
|
R1 |
124.23 |
124.23 |
124.06 |
124.35 |
PP |
123.94 |
123.94 |
123.94 |
123.99 |
S1 |
123.71 |
123.71 |
123.96 |
123.83 |
S2 |
123.42 |
123.42 |
123.91 |
|
S3 |
122.90 |
123.19 |
123.87 |
|
S4 |
122.38 |
122.67 |
123.72 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.09 |
125.43 |
123.24 |
|
R3 |
125.04 |
124.38 |
122.95 |
|
R2 |
123.99 |
123.99 |
122.85 |
|
R1 |
123.33 |
123.33 |
122.76 |
123.14 |
PP |
122.94 |
122.94 |
122.94 |
122.85 |
S1 |
122.28 |
122.28 |
122.56 |
122.09 |
S2 |
121.89 |
121.89 |
122.47 |
|
S3 |
120.84 |
121.23 |
122.37 |
|
S4 |
119.79 |
120.18 |
122.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.16 |
122.54 |
1.62 |
1.3% |
0.62 |
0.5% |
91% |
True |
False |
1,011,515 |
10 |
124.16 |
122.54 |
1.62 |
1.3% |
0.54 |
0.4% |
91% |
True |
False |
941,386 |
20 |
124.53 |
122.54 |
1.99 |
1.6% |
0.57 |
0.5% |
74% |
False |
False |
975,553 |
40 |
124.53 |
120.84 |
3.69 |
3.0% |
0.53 |
0.4% |
86% |
False |
False |
786,968 |
60 |
124.53 |
120.84 |
3.69 |
3.0% |
0.54 |
0.4% |
86% |
False |
False |
667,631 |
80 |
124.53 |
120.36 |
4.17 |
3.4% |
0.54 |
0.4% |
88% |
False |
False |
501,437 |
100 |
124.53 |
120.20 |
4.33 |
3.5% |
0.53 |
0.4% |
88% |
False |
False |
401,287 |
120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.49 |
0.4% |
89% |
False |
False |
334,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.37 |
2.618 |
125.52 |
1.618 |
125.00 |
1.000 |
124.68 |
0.618 |
124.48 |
HIGH |
124.16 |
0.618 |
123.96 |
0.500 |
123.90 |
0.382 |
123.84 |
LOW |
123.64 |
0.618 |
123.32 |
1.000 |
123.12 |
1.618 |
122.80 |
2.618 |
122.28 |
4.250 |
121.43 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
123.97 |
123.79 |
PP |
123.94 |
123.57 |
S1 |
123.90 |
123.35 |
|