Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
121.29 |
121.36 |
0.07 |
0.1% |
121.40 |
| High |
121.60 |
121.48 |
-0.12 |
-0.1% |
121.70 |
| Low |
121.10 |
121.15 |
0.05 |
0.0% |
121.02 |
| Close |
121.44 |
121.23 |
-0.21 |
-0.2% |
121.19 |
| Range |
0.50 |
0.33 |
-0.17 |
-34.0% |
0.68 |
| ATR |
0.61 |
0.59 |
-0.02 |
-3.3% |
0.00 |
| Volume |
590,703 |
581,663 |
-9,040 |
-1.5% |
586,481 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.28 |
122.08 |
121.41 |
|
| R3 |
121.95 |
121.75 |
121.32 |
|
| R2 |
121.62 |
121.62 |
121.29 |
|
| R1 |
121.42 |
121.42 |
121.26 |
121.36 |
| PP |
121.29 |
121.29 |
121.29 |
121.25 |
| S1 |
121.09 |
121.09 |
121.20 |
121.03 |
| S2 |
120.96 |
120.96 |
121.17 |
|
| S3 |
120.63 |
120.76 |
121.14 |
|
| S4 |
120.30 |
120.43 |
121.05 |
|
|
| 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 |
121.63 |
120.84 |
0.79 |
0.7% |
0.47 |
0.4% |
49% |
False |
False |
423,683 |
| 10 |
123.66 |
120.84 |
2.82 |
2.3% |
0.51 |
0.4% |
14% |
False |
False |
391,370 |
| 20 |
123.72 |
120.84 |
2.88 |
2.4% |
0.57 |
0.5% |
14% |
False |
False |
515,012 |
| 40 |
123.76 |
120.36 |
3.40 |
2.8% |
0.54 |
0.4% |
26% |
False |
False |
279,109 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
29% |
False |
False |
186,401 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.49 |
0.4% |
36% |
False |
False |
139,890 |
| 100 |
123.76 |
119.08 |
4.68 |
3.9% |
0.41 |
0.3% |
46% |
False |
False |
111,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.88 |
|
2.618 |
122.34 |
|
1.618 |
122.01 |
|
1.000 |
121.81 |
|
0.618 |
121.68 |
|
HIGH |
121.48 |
|
0.618 |
121.35 |
|
0.500 |
121.32 |
|
0.382 |
121.28 |
|
LOW |
121.15 |
|
0.618 |
120.95 |
|
1.000 |
120.82 |
|
1.618 |
120.62 |
|
2.618 |
120.29 |
|
4.250 |
119.75 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.32 |
121.23 |
| PP |
121.29 |
121.22 |
| S1 |
121.26 |
121.22 |
|