Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
123.70 |
124.25 |
0.55 |
0.4% |
123.37 |
| High |
124.16 |
124.44 |
0.28 |
0.2% |
123.61 |
| Low |
123.64 |
124.09 |
0.45 |
0.4% |
122.56 |
| Close |
124.01 |
124.30 |
0.29 |
0.2% |
122.66 |
| Range |
0.52 |
0.35 |
-0.17 |
-32.7% |
1.05 |
| ATR |
0.59 |
0.57 |
-0.01 |
-1.9% |
0.00 |
| Volume |
1,123,028 |
933,988 |
-189,040 |
-16.8% |
2,946,259 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.33 |
125.16 |
124.49 |
|
| R3 |
124.98 |
124.81 |
124.40 |
|
| R2 |
124.63 |
124.63 |
124.36 |
|
| R1 |
124.46 |
124.46 |
124.33 |
124.55 |
| PP |
124.28 |
124.28 |
124.28 |
124.32 |
| S1 |
124.11 |
124.11 |
124.27 |
124.20 |
| S2 |
123.93 |
123.93 |
124.24 |
|
| S3 |
123.58 |
123.76 |
124.20 |
|
| S4 |
123.23 |
123.41 |
124.11 |
|
|
| 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 |
124.44 |
122.54 |
1.90 |
1.5% |
0.58 |
0.5% |
93% |
True |
False |
992,433 |
| 10 |
124.44 |
122.54 |
1.90 |
1.5% |
0.50 |
0.4% |
93% |
True |
False |
902,297 |
| 20 |
124.53 |
122.54 |
1.99 |
1.6% |
0.56 |
0.5% |
88% |
False |
False |
968,108 |
| 40 |
124.53 |
120.84 |
3.69 |
3.0% |
0.52 |
0.4% |
94% |
False |
False |
802,542 |
| 60 |
124.53 |
120.84 |
3.69 |
3.0% |
0.54 |
0.4% |
94% |
False |
False |
682,895 |
| 80 |
124.53 |
120.36 |
4.17 |
3.4% |
0.54 |
0.4% |
94% |
False |
False |
513,106 |
| 100 |
124.53 |
120.20 |
4.33 |
3.5% |
0.53 |
0.4% |
95% |
False |
False |
410,623 |
| 120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.49 |
0.4% |
95% |
False |
False |
342,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.93 |
|
2.618 |
125.36 |
|
1.618 |
125.01 |
|
1.000 |
124.79 |
|
0.618 |
124.66 |
|
HIGH |
124.44 |
|
0.618 |
124.31 |
|
0.500 |
124.27 |
|
0.382 |
124.22 |
|
LOW |
124.09 |
|
0.618 |
123.87 |
|
1.000 |
123.74 |
|
1.618 |
123.52 |
|
2.618 |
123.17 |
|
4.250 |
122.60 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.29 |
124.05 |
| PP |
124.28 |
123.81 |
| S1 |
124.27 |
123.56 |
|