Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
121.50 |
120.99 |
-0.51 |
-0.4% |
121.40 |
| High |
121.57 |
121.42 |
-0.15 |
-0.1% |
121.70 |
| Low |
121.02 |
120.84 |
-0.18 |
-0.1% |
121.02 |
| Close |
121.19 |
121.34 |
0.15 |
0.1% |
121.19 |
| Range |
0.55 |
0.58 |
0.03 |
5.5% |
0.68 |
| ATR |
0.63 |
0.62 |
0.00 |
-0.5% |
0.00 |
| Volume |
261,375 |
469,425 |
208,050 |
79.6% |
586,481 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.94 |
122.72 |
121.66 |
|
| R3 |
122.36 |
122.14 |
121.50 |
|
| R2 |
121.78 |
121.78 |
121.45 |
|
| R1 |
121.56 |
121.56 |
121.39 |
121.67 |
| PP |
121.20 |
121.20 |
121.20 |
121.26 |
| S1 |
120.98 |
120.98 |
121.29 |
121.09 |
| S2 |
120.62 |
120.62 |
121.23 |
|
| S3 |
120.04 |
120.40 |
121.18 |
|
| S4 |
119.46 |
119.82 |
121.02 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.34 |
122.95 |
121.56 |
|
| R3 |
122.66 |
122.27 |
121.38 |
|
| R2 |
121.98 |
121.98 |
121.31 |
|
| R1 |
121.59 |
121.59 |
121.25 |
121.45 |
| PP |
121.30 |
121.30 |
121.30 |
121.23 |
| S1 |
120.91 |
120.91 |
121.13 |
120.77 |
| S2 |
120.62 |
120.62 |
121.07 |
|
| S3 |
119.94 |
120.23 |
121.00 |
|
| S4 |
119.26 |
119.55 |
120.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.34 |
120.84 |
1.50 |
1.2% |
0.52 |
0.4% |
33% |
False |
True |
273,381 |
| 10 |
123.66 |
120.84 |
2.82 |
2.3% |
0.59 |
0.5% |
18% |
False |
True |
410,175 |
| 20 |
123.72 |
120.84 |
2.88 |
2.4% |
0.57 |
0.5% |
17% |
False |
True |
484,336 |
| 40 |
123.76 |
120.36 |
3.40 |
2.8% |
0.55 |
0.5% |
29% |
False |
False |
249,901 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
32% |
False |
False |
166,932 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.49 |
0.4% |
38% |
False |
False |
125,238 |
| 100 |
123.76 |
118.73 |
5.03 |
4.1% |
0.40 |
0.3% |
52% |
False |
False |
100,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.89 |
|
2.618 |
122.94 |
|
1.618 |
122.36 |
|
1.000 |
122.00 |
|
0.618 |
121.78 |
|
HIGH |
121.42 |
|
0.618 |
121.20 |
|
0.500 |
121.13 |
|
0.382 |
121.06 |
|
LOW |
120.84 |
|
0.618 |
120.48 |
|
1.000 |
120.26 |
|
1.618 |
119.90 |
|
2.618 |
119.32 |
|
4.250 |
118.38 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.27 |
121.31 |
| PP |
121.20 |
121.27 |
| S1 |
121.13 |
121.24 |
|