Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
123.33 |
122.95 |
-0.38 |
-0.3% |
123.37 |
| High |
123.42 |
123.05 |
-0.37 |
-0.3% |
123.61 |
| Low |
122.87 |
122.56 |
-0.31 |
-0.3% |
122.56 |
| Close |
123.00 |
122.66 |
-0.34 |
-0.3% |
122.66 |
| Range |
0.55 |
0.49 |
-0.06 |
-10.9% |
1.05 |
| ATR |
0.56 |
0.56 |
-0.01 |
-0.9% |
0.00 |
| Volume |
1,029,401 |
941,915 |
-87,486 |
-8.5% |
2,946,259 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.23 |
123.93 |
122.93 |
|
| R3 |
123.74 |
123.44 |
122.79 |
|
| R2 |
123.25 |
123.25 |
122.75 |
|
| R1 |
122.95 |
122.95 |
122.70 |
122.86 |
| PP |
122.76 |
122.76 |
122.76 |
122.71 |
| S1 |
122.46 |
122.46 |
122.62 |
122.37 |
| S2 |
122.27 |
122.27 |
122.57 |
|
| S3 |
121.78 |
121.97 |
122.53 |
|
| S4 |
121.29 |
121.48 |
122.39 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.09 |
125.43 |
123.24 |
|
| R3 |
125.04 |
124.38 |
122.95 |
|
| R2 |
123.99 |
123.99 |
122.85 |
|
| R1 |
123.33 |
123.33 |
122.76 |
123.14 |
| PP |
122.94 |
122.94 |
122.94 |
122.85 |
| S1 |
122.28 |
122.28 |
122.56 |
122.09 |
| S2 |
121.89 |
121.89 |
122.47 |
|
| S3 |
120.84 |
121.23 |
122.37 |
|
| S4 |
119.79 |
120.18 |
122.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.63 |
122.56 |
1.07 |
0.9% |
0.42 |
0.3% |
9% |
False |
True |
756,651 |
| 10 |
124.53 |
122.56 |
1.97 |
1.6% |
0.53 |
0.4% |
5% |
False |
True |
961,299 |
| 20 |
124.53 |
122.56 |
1.97 |
1.6% |
0.53 |
0.4% |
5% |
False |
True |
926,327 |
| 40 |
124.53 |
120.84 |
3.69 |
3.0% |
0.52 |
0.4% |
49% |
False |
False |
744,172 |
| 60 |
124.53 |
120.84 |
3.69 |
3.0% |
0.53 |
0.4% |
49% |
False |
False |
616,601 |
| 80 |
124.53 |
120.20 |
4.33 |
3.5% |
0.53 |
0.4% |
57% |
False |
False |
462,882 |
| 100 |
124.53 |
120.20 |
4.33 |
3.5% |
0.52 |
0.4% |
57% |
False |
False |
370,427 |
| 120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.47 |
0.4% |
60% |
False |
False |
308,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.13 |
|
2.618 |
124.33 |
|
1.618 |
123.84 |
|
1.000 |
123.54 |
|
0.618 |
123.35 |
|
HIGH |
123.05 |
|
0.618 |
122.86 |
|
0.500 |
122.81 |
|
0.382 |
122.75 |
|
LOW |
122.56 |
|
0.618 |
122.26 |
|
1.000 |
122.07 |
|
1.618 |
121.77 |
|
2.618 |
121.28 |
|
4.250 |
120.48 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.81 |
123.09 |
| PP |
122.76 |
122.94 |
| S1 |
122.71 |
122.80 |
|