Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
124.25 |
124.29 |
0.04 |
0.0% |
122.70 |
| High |
124.44 |
124.50 |
0.06 |
0.0% |
124.50 |
| Low |
124.09 |
124.09 |
0.00 |
0.0% |
122.54 |
| Close |
124.30 |
124.45 |
0.15 |
0.1% |
124.45 |
| Range |
0.35 |
0.41 |
0.06 |
17.1% |
1.96 |
| ATR |
0.57 |
0.56 |
-0.01 |
-2.0% |
0.00 |
| Volume |
933,988 |
989,451 |
55,463 |
5.9% |
5,009,702 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.58 |
125.42 |
124.68 |
|
| R3 |
125.17 |
125.01 |
124.56 |
|
| R2 |
124.76 |
124.76 |
124.53 |
|
| R1 |
124.60 |
124.60 |
124.49 |
124.68 |
| PP |
124.35 |
124.35 |
124.35 |
124.39 |
| S1 |
124.19 |
124.19 |
124.41 |
124.27 |
| S2 |
123.94 |
123.94 |
124.37 |
|
| S3 |
123.53 |
123.78 |
124.34 |
|
| S4 |
123.12 |
123.37 |
124.22 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.71 |
129.04 |
125.53 |
|
| R3 |
127.75 |
127.08 |
124.99 |
|
| R2 |
125.79 |
125.79 |
124.81 |
|
| R1 |
125.12 |
125.12 |
124.63 |
125.46 |
| PP |
123.83 |
123.83 |
123.83 |
124.00 |
| S1 |
123.16 |
123.16 |
124.27 |
123.50 |
| S2 |
121.87 |
121.87 |
124.09 |
|
| S3 |
119.91 |
121.20 |
123.91 |
|
| S4 |
117.95 |
119.24 |
123.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.50 |
122.54 |
1.96 |
1.6% |
0.57 |
0.5% |
97% |
True |
False |
1,001,940 |
| 10 |
124.50 |
122.54 |
1.96 |
1.6% |
0.49 |
0.4% |
97% |
True |
False |
879,295 |
| 20 |
124.53 |
122.54 |
1.99 |
1.6% |
0.55 |
0.4% |
96% |
False |
False |
964,528 |
| 40 |
124.53 |
120.84 |
3.69 |
3.0% |
0.52 |
0.4% |
98% |
False |
False |
824,532 |
| 60 |
124.53 |
120.84 |
3.69 |
3.0% |
0.54 |
0.4% |
98% |
False |
False |
698,751 |
| 80 |
124.53 |
120.36 |
4.17 |
3.4% |
0.54 |
0.4% |
98% |
False |
False |
525,457 |
| 100 |
124.53 |
120.20 |
4.33 |
3.5% |
0.53 |
0.4% |
98% |
False |
False |
420,516 |
| 120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.49 |
0.4% |
98% |
False |
False |
350,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.24 |
|
2.618 |
125.57 |
|
1.618 |
125.16 |
|
1.000 |
124.91 |
|
0.618 |
124.75 |
|
HIGH |
124.50 |
|
0.618 |
124.34 |
|
0.500 |
124.30 |
|
0.382 |
124.25 |
|
LOW |
124.09 |
|
0.618 |
123.84 |
|
1.000 |
123.68 |
|
1.618 |
123.43 |
|
2.618 |
123.02 |
|
4.250 |
122.35 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.40 |
124.32 |
| PP |
124.35 |
124.20 |
| S1 |
124.30 |
124.07 |
|