Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
122.69 |
122.73 |
0.04 |
0.0% |
121.32 |
| High |
122.78 |
122.85 |
0.07 |
0.1% |
122.66 |
| Low |
122.55 |
122.29 |
-0.26 |
-0.2% |
121.18 |
| Close |
122.72 |
122.48 |
-0.24 |
-0.2% |
122.57 |
| Range |
0.23 |
0.56 |
0.33 |
143.5% |
1.48 |
| ATR |
0.53 |
0.53 |
0.00 |
0.4% |
0.00 |
| Volume |
317,433 |
766,388 |
448,955 |
141.4% |
3,683,997 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.22 |
123.91 |
122.79 |
|
| R3 |
123.66 |
123.35 |
122.63 |
|
| R2 |
123.10 |
123.10 |
122.58 |
|
| R1 |
122.79 |
122.79 |
122.53 |
122.67 |
| PP |
122.54 |
122.54 |
122.54 |
122.48 |
| S1 |
122.23 |
122.23 |
122.43 |
122.11 |
| S2 |
121.98 |
121.98 |
122.38 |
|
| S3 |
121.42 |
121.67 |
122.33 |
|
| S4 |
120.86 |
121.11 |
122.17 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.58 |
126.05 |
123.38 |
|
| R3 |
125.10 |
124.57 |
122.98 |
|
| R2 |
123.62 |
123.62 |
122.84 |
|
| R1 |
123.09 |
123.09 |
122.71 |
123.36 |
| PP |
122.14 |
122.14 |
122.14 |
122.27 |
| S1 |
121.61 |
121.61 |
122.43 |
121.88 |
| S2 |
120.66 |
120.66 |
122.30 |
|
| S3 |
119.18 |
120.13 |
122.16 |
|
| S4 |
117.70 |
118.65 |
121.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.85 |
121.86 |
0.99 |
0.8% |
0.42 |
0.3% |
63% |
True |
False |
668,597 |
| 10 |
122.85 |
121.11 |
1.74 |
1.4% |
0.46 |
0.4% |
79% |
True |
False |
690,300 |
| 20 |
123.66 |
120.84 |
2.82 |
2.3% |
0.51 |
0.4% |
58% |
False |
False |
544,544 |
| 40 |
123.76 |
120.84 |
2.92 |
2.4% |
0.52 |
0.4% |
56% |
False |
False |
436,633 |
| 60 |
123.76 |
120.20 |
3.56 |
2.9% |
0.53 |
0.4% |
64% |
False |
False |
291,678 |
| 80 |
123.76 |
119.97 |
3.79 |
3.1% |
0.52 |
0.4% |
66% |
False |
False |
218,901 |
| 100 |
123.76 |
119.83 |
3.93 |
3.2% |
0.45 |
0.4% |
67% |
False |
False |
175,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.23 |
|
2.618 |
124.32 |
|
1.618 |
123.76 |
|
1.000 |
123.41 |
|
0.618 |
123.20 |
|
HIGH |
122.85 |
|
0.618 |
122.64 |
|
0.500 |
122.57 |
|
0.382 |
122.50 |
|
LOW |
122.29 |
|
0.618 |
121.94 |
|
1.000 |
121.73 |
|
1.618 |
121.38 |
|
2.618 |
120.82 |
|
4.250 |
119.91 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.57 |
122.55 |
| PP |
122.54 |
122.52 |
| S1 |
122.51 |
122.50 |
|