Euro Bund Future March 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
123.00 |
123.47 |
0.47 |
0.4% |
123.24 |
High |
123.47 |
123.70 |
0.23 |
0.2% |
123.70 |
Low |
122.81 |
122.95 |
0.14 |
0.1% |
122.81 |
Close |
123.30 |
123.38 |
0.08 |
0.1% |
123.38 |
Range |
0.66 |
0.75 |
0.09 |
13.6% |
0.89 |
ATR |
0.54 |
0.56 |
0.01 |
2.8% |
0.00 |
Volume |
1,061,044 |
923,100 |
-137,944 |
-13.0% |
4,346,261 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.59 |
125.24 |
123.79 |
|
R3 |
124.84 |
124.49 |
123.59 |
|
R2 |
124.09 |
124.09 |
123.52 |
|
R1 |
123.74 |
123.74 |
123.45 |
123.54 |
PP |
123.34 |
123.34 |
123.34 |
123.25 |
S1 |
122.99 |
122.99 |
123.31 |
122.79 |
S2 |
122.59 |
122.59 |
123.24 |
|
S3 |
121.84 |
122.24 |
123.17 |
|
S4 |
121.09 |
121.49 |
122.97 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.97 |
125.56 |
123.87 |
|
R3 |
125.08 |
124.67 |
123.62 |
|
R2 |
124.19 |
124.19 |
123.54 |
|
R1 |
123.78 |
123.78 |
123.46 |
123.99 |
PP |
123.30 |
123.30 |
123.30 |
123.40 |
S1 |
122.89 |
122.89 |
123.30 |
123.10 |
S2 |
122.41 |
122.41 |
123.22 |
|
S3 |
121.52 |
122.00 |
123.14 |
|
S4 |
120.63 |
121.11 |
122.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.70 |
122.81 |
0.89 |
0.7% |
0.55 |
0.4% |
64% |
True |
False |
869,252 |
10 |
123.70 |
122.24 |
1.46 |
1.2% |
0.52 |
0.4% |
78% |
True |
False |
796,235 |
20 |
123.70 |
120.84 |
2.86 |
2.3% |
0.51 |
0.4% |
89% |
True |
False |
719,929 |
40 |
123.76 |
120.84 |
2.92 |
2.4% |
0.54 |
0.4% |
87% |
False |
False |
588,061 |
60 |
123.76 |
120.36 |
3.40 |
2.8% |
0.54 |
0.4% |
89% |
False |
False |
394,410 |
80 |
123.76 |
120.20 |
3.56 |
2.9% |
0.52 |
0.4% |
89% |
False |
False |
296,051 |
100 |
123.76 |
119.83 |
3.93 |
3.2% |
0.49 |
0.4% |
90% |
False |
False |
236,868 |
120 |
123.76 |
118.50 |
5.26 |
4.3% |
0.41 |
0.3% |
93% |
False |
False |
197,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126.89 |
2.618 |
125.66 |
1.618 |
124.91 |
1.000 |
124.45 |
0.618 |
124.16 |
HIGH |
123.70 |
0.618 |
123.41 |
0.500 |
123.33 |
0.382 |
123.24 |
LOW |
122.95 |
0.618 |
122.49 |
1.000 |
122.20 |
1.618 |
121.74 |
2.618 |
120.99 |
4.250 |
119.76 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
123.36 |
123.34 |
PP |
123.34 |
123.30 |
S1 |
123.33 |
123.26 |
|