Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
123.51 |
123.33 |
-0.18 |
-0.1% |
124.30 |
| High |
123.61 |
123.42 |
-0.19 |
-0.2% |
124.30 |
| Low |
123.32 |
122.87 |
-0.45 |
-0.4% |
122.92 |
| Close |
123.51 |
123.00 |
-0.51 |
-0.4% |
123.55 |
| Range |
0.29 |
0.55 |
0.26 |
89.7% |
1.38 |
| ATR |
0.56 |
0.56 |
0.01 |
1.1% |
0.00 |
| Volume |
680,589 |
1,029,401 |
348,812 |
51.3% |
5,428,143 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.75 |
124.42 |
123.30 |
|
| R3 |
124.20 |
123.87 |
123.15 |
|
| R2 |
123.65 |
123.65 |
123.10 |
|
| R1 |
123.32 |
123.32 |
123.05 |
123.21 |
| PP |
123.10 |
123.10 |
123.10 |
123.04 |
| S1 |
122.77 |
122.77 |
122.95 |
122.66 |
| S2 |
122.55 |
122.55 |
122.90 |
|
| S3 |
122.00 |
122.22 |
122.85 |
|
| S4 |
121.45 |
121.67 |
122.70 |
|
|
| 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 |
123.63 |
122.87 |
0.76 |
0.6% |
0.41 |
0.3% |
17% |
False |
True |
812,160 |
| 10 |
124.53 |
122.87 |
1.66 |
1.3% |
0.58 |
0.5% |
8% |
False |
True |
988,108 |
| 20 |
124.53 |
122.62 |
1.91 |
1.6% |
0.54 |
0.4% |
20% |
False |
False |
929,497 |
| 40 |
124.53 |
120.84 |
3.69 |
3.0% |
0.53 |
0.4% |
59% |
False |
False |
737,020 |
| 60 |
124.53 |
120.84 |
3.69 |
3.0% |
0.53 |
0.4% |
59% |
False |
False |
600,921 |
| 80 |
124.53 |
120.20 |
4.33 |
3.5% |
0.53 |
0.4% |
65% |
False |
False |
451,132 |
| 100 |
124.53 |
119.97 |
4.56 |
3.7% |
0.52 |
0.4% |
66% |
False |
False |
361,020 |
| 120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.47 |
0.4% |
67% |
False |
False |
300,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.76 |
|
2.618 |
124.86 |
|
1.618 |
124.31 |
|
1.000 |
123.97 |
|
0.618 |
123.76 |
|
HIGH |
123.42 |
|
0.618 |
123.21 |
|
0.500 |
123.15 |
|
0.382 |
123.08 |
|
LOW |
122.87 |
|
0.618 |
122.53 |
|
1.000 |
122.32 |
|
1.618 |
121.98 |
|
2.618 |
121.43 |
|
4.250 |
120.53 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123.15 |
123.24 |
| PP |
123.10 |
123.16 |
| S1 |
123.05 |
123.08 |
|