Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
123.37 |
123.51 |
0.14 |
0.1% |
124.30 |
| High |
123.57 |
123.61 |
0.04 |
0.0% |
124.30 |
| Low |
123.32 |
123.32 |
0.00 |
0.0% |
122.92 |
| Close |
123.37 |
123.51 |
0.14 |
0.1% |
123.55 |
| Range |
0.25 |
0.29 |
0.04 |
16.0% |
1.38 |
| ATR |
0.58 |
0.56 |
-0.02 |
-3.6% |
0.00 |
| Volume |
294,354 |
680,589 |
386,235 |
131.2% |
5,428,143 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.35 |
124.22 |
123.67 |
|
| R3 |
124.06 |
123.93 |
123.59 |
|
| R2 |
123.77 |
123.77 |
123.56 |
|
| R1 |
123.64 |
123.64 |
123.54 |
123.66 |
| PP |
123.48 |
123.48 |
123.48 |
123.49 |
| S1 |
123.35 |
123.35 |
123.48 |
123.37 |
| S2 |
123.19 |
123.19 |
123.46 |
|
| S3 |
122.90 |
123.06 |
123.43 |
|
| S4 |
122.61 |
122.77 |
123.35 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.73 |
127.02 |
124.31 |
|
| R3 |
126.35 |
125.64 |
123.93 |
|
| R2 |
124.97 |
124.97 |
123.80 |
|
| R1 |
124.26 |
124.26 |
123.68 |
123.93 |
| PP |
123.59 |
123.59 |
123.59 |
123.42 |
| S1 |
122.88 |
122.88 |
123.42 |
122.55 |
| S2 |
122.21 |
122.21 |
123.30 |
|
| S3 |
120.83 |
121.50 |
123.17 |
|
| S4 |
119.45 |
120.12 |
122.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.71 |
122.92 |
0.79 |
0.6% |
0.45 |
0.4% |
75% |
False |
False |
871,257 |
| 10 |
124.53 |
122.92 |
1.61 |
1.3% |
0.56 |
0.5% |
37% |
False |
False |
980,926 |
| 20 |
124.53 |
122.29 |
2.24 |
1.8% |
0.54 |
0.4% |
54% |
False |
False |
916,346 |
| 40 |
124.53 |
120.84 |
3.69 |
3.0% |
0.53 |
0.4% |
72% |
False |
False |
728,899 |
| 60 |
124.53 |
120.84 |
3.69 |
3.0% |
0.52 |
0.4% |
72% |
False |
False |
583,829 |
| 80 |
124.53 |
120.20 |
4.33 |
3.5% |
0.54 |
0.4% |
76% |
False |
False |
438,265 |
| 100 |
124.53 |
119.83 |
4.70 |
3.8% |
0.52 |
0.4% |
78% |
False |
False |
350,727 |
| 120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.46 |
0.4% |
78% |
False |
False |
292,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.84 |
|
2.618 |
124.37 |
|
1.618 |
124.08 |
|
1.000 |
123.90 |
|
0.618 |
123.79 |
|
HIGH |
123.61 |
|
0.618 |
123.50 |
|
0.500 |
123.47 |
|
0.382 |
123.43 |
|
LOW |
123.32 |
|
0.618 |
123.14 |
|
1.000 |
123.03 |
|
1.618 |
122.85 |
|
2.618 |
122.56 |
|
4.250 |
122.09 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123.50 |
123.46 |
| PP |
123.48 |
123.41 |
| S1 |
123.47 |
123.37 |
|