Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
121.28 |
121.32 |
0.04 |
0.0% |
120.99 |
| High |
121.84 |
121.79 |
-0.05 |
0.0% |
121.84 |
| Low |
121.19 |
121.18 |
-0.01 |
0.0% |
120.84 |
| Close |
121.40 |
121.71 |
0.31 |
0.3% |
121.40 |
| Range |
0.65 |
0.61 |
-0.04 |
-6.2% |
1.00 |
| ATR |
0.58 |
0.59 |
0.00 |
0.3% |
0.00 |
| Volume |
823,863 |
587,045 |
-236,818 |
-28.7% |
3,195,311 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.39 |
123.16 |
122.05 |
|
| R3 |
122.78 |
122.55 |
121.88 |
|
| R2 |
122.17 |
122.17 |
121.82 |
|
| R1 |
121.94 |
121.94 |
121.77 |
122.06 |
| PP |
121.56 |
121.56 |
121.56 |
121.62 |
| S1 |
121.33 |
121.33 |
121.65 |
121.45 |
| S2 |
120.95 |
120.95 |
121.60 |
|
| S3 |
120.34 |
120.72 |
121.54 |
|
| S4 |
119.73 |
120.11 |
121.37 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.36 |
123.88 |
121.95 |
|
| R3 |
123.36 |
122.88 |
121.68 |
|
| R2 |
122.36 |
122.36 |
121.58 |
|
| R1 |
121.88 |
121.88 |
121.49 |
122.12 |
| PP |
121.36 |
121.36 |
121.36 |
121.48 |
| S1 |
120.88 |
120.88 |
121.31 |
121.12 |
| S2 |
120.36 |
120.36 |
121.22 |
|
| S3 |
119.36 |
119.88 |
121.13 |
|
| S4 |
118.36 |
118.88 |
120.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.84 |
121.10 |
0.74 |
0.6% |
0.49 |
0.4% |
82% |
False |
False |
662,586 |
| 10 |
122.34 |
120.84 |
1.50 |
1.2% |
0.51 |
0.4% |
58% |
False |
False |
467,983 |
| 20 |
123.72 |
120.84 |
2.88 |
2.4% |
0.56 |
0.5% |
30% |
False |
False |
515,750 |
| 40 |
123.76 |
120.78 |
2.98 |
2.4% |
0.53 |
0.4% |
31% |
False |
False |
332,426 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
42% |
False |
False |
222,060 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.50 |
0.4% |
48% |
False |
False |
166,646 |
| 100 |
123.76 |
119.83 |
3.93 |
3.2% |
0.43 |
0.4% |
48% |
False |
False |
133,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.38 |
|
2.618 |
123.39 |
|
1.618 |
122.78 |
|
1.000 |
122.40 |
|
0.618 |
122.17 |
|
HIGH |
121.79 |
|
0.618 |
121.56 |
|
0.500 |
121.49 |
|
0.382 |
121.41 |
|
LOW |
121.18 |
|
0.618 |
120.80 |
|
1.000 |
120.57 |
|
1.618 |
120.19 |
|
2.618 |
119.58 |
|
4.250 |
118.59 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.64 |
121.63 |
| PP |
121.56 |
121.55 |
| S1 |
121.49 |
121.48 |
|