Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
121.92 |
122.00 |
0.08 |
0.1% |
121.18 |
| High |
122.03 |
122.00 |
-0.03 |
0.0% |
122.03 |
| Low |
121.67 |
121.58 |
-0.09 |
-0.1% |
121.01 |
| Close |
121.72 |
121.71 |
-0.01 |
0.0% |
121.72 |
| Range |
0.36 |
0.42 |
0.06 |
16.7% |
1.02 |
| ATR |
0.41 |
0.41 |
0.00 |
0.2% |
0.00 |
| Volume |
239 |
11 |
-228 |
-95.4% |
684 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.02 |
122.79 |
121.94 |
|
| R3 |
122.60 |
122.37 |
121.83 |
|
| R2 |
122.18 |
122.18 |
121.79 |
|
| R1 |
121.95 |
121.95 |
121.75 |
121.86 |
| PP |
121.76 |
121.76 |
121.76 |
121.72 |
| S1 |
121.53 |
121.53 |
121.67 |
121.44 |
| S2 |
121.34 |
121.34 |
121.63 |
|
| S3 |
120.92 |
121.11 |
121.59 |
|
| S4 |
120.50 |
120.69 |
121.48 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.65 |
124.20 |
122.28 |
|
| R3 |
123.63 |
123.18 |
122.00 |
|
| R2 |
122.61 |
122.61 |
121.91 |
|
| R1 |
122.16 |
122.16 |
121.81 |
122.39 |
| PP |
121.59 |
121.59 |
121.59 |
121.70 |
| S1 |
121.14 |
121.14 |
121.63 |
121.37 |
| S2 |
120.57 |
120.57 |
121.53 |
|
| S3 |
119.55 |
120.12 |
121.44 |
|
| S4 |
118.53 |
119.10 |
121.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.03 |
121.01 |
1.02 |
0.8% |
0.45 |
0.4% |
69% |
False |
False |
137 |
| 10 |
122.03 |
120.41 |
1.62 |
1.3% |
0.38 |
0.3% |
80% |
False |
False |
164 |
| 20 |
122.03 |
119.52 |
2.51 |
2.1% |
0.32 |
0.3% |
87% |
False |
False |
107 |
| 40 |
122.66 |
119.52 |
3.14 |
2.6% |
0.29 |
0.2% |
70% |
False |
False |
113 |
| 60 |
122.66 |
119.52 |
3.14 |
2.6% |
0.20 |
0.2% |
70% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.79 |
|
2.618 |
123.10 |
|
1.618 |
122.68 |
|
1.000 |
122.42 |
|
0.618 |
122.26 |
|
HIGH |
122.00 |
|
0.618 |
121.84 |
|
0.500 |
121.79 |
|
0.382 |
121.74 |
|
LOW |
121.58 |
|
0.618 |
121.32 |
|
1.000 |
121.16 |
|
1.618 |
120.90 |
|
2.618 |
120.48 |
|
4.250 |
119.80 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.79 |
121.69 |
| PP |
121.76 |
121.67 |
| S1 |
121.74 |
121.65 |
|