Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
122.00 |
121.95 |
-0.05 |
0.0% |
120.99 |
| High |
122.25 |
122.39 |
0.14 |
0.1% |
121.84 |
| Low |
121.86 |
121.88 |
0.02 |
0.0% |
120.84 |
| Close |
122.20 |
122.24 |
0.04 |
0.0% |
121.40 |
| Range |
0.39 |
0.51 |
0.12 |
30.8% |
1.00 |
| ATR |
0.57 |
0.56 |
0.00 |
-0.7% |
0.00 |
| Volume |
779,856 |
774,872 |
-4,984 |
-0.6% |
3,195,311 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.70 |
123.48 |
122.52 |
|
| R3 |
123.19 |
122.97 |
122.38 |
|
| R2 |
122.68 |
122.68 |
122.33 |
|
| R1 |
122.46 |
122.46 |
122.29 |
122.57 |
| PP |
122.17 |
122.17 |
122.17 |
122.23 |
| S1 |
121.95 |
121.95 |
122.19 |
122.06 |
| S2 |
121.66 |
121.66 |
122.15 |
|
| S3 |
121.15 |
121.44 |
122.10 |
|
| S4 |
120.64 |
120.93 |
121.96 |
|
|
| 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 |
122.39 |
121.18 |
1.21 |
1.0% |
0.53 |
0.4% |
88% |
True |
False |
760,684 |
| 10 |
122.39 |
120.84 |
1.55 |
1.3% |
0.50 |
0.4% |
90% |
True |
False |
643,624 |
| 20 |
123.66 |
120.84 |
2.82 |
2.3% |
0.54 |
0.4% |
50% |
False |
False |
542,380 |
| 40 |
123.76 |
120.78 |
2.98 |
2.4% |
0.53 |
0.4% |
49% |
False |
False |
392,137 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.54 |
0.4% |
57% |
False |
False |
261,880 |
| 80 |
123.76 |
119.83 |
3.93 |
3.2% |
0.51 |
0.4% |
61% |
False |
False |
196,550 |
| 100 |
123.76 |
119.83 |
3.93 |
3.2% |
0.44 |
0.4% |
61% |
False |
False |
157,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.56 |
|
2.618 |
123.73 |
|
1.618 |
123.22 |
|
1.000 |
122.90 |
|
0.618 |
122.71 |
|
HIGH |
122.39 |
|
0.618 |
122.20 |
|
0.500 |
122.14 |
|
0.382 |
122.07 |
|
LOW |
121.88 |
|
0.618 |
121.56 |
|
1.000 |
121.37 |
|
1.618 |
121.05 |
|
2.618 |
120.54 |
|
4.250 |
119.71 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.21 |
122.18 |
| PP |
122.17 |
122.12 |
| S1 |
122.14 |
122.07 |
|