Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
122.12 |
121.89 |
-0.23 |
-0.2% |
121.18 |
| High |
122.12 |
122.08 |
-0.04 |
0.0% |
122.03 |
| Low |
121.77 |
121.60 |
-0.17 |
-0.1% |
121.01 |
| Close |
121.83 |
121.92 |
0.09 |
0.1% |
121.72 |
| Range |
0.35 |
0.48 |
0.13 |
37.1% |
1.02 |
| ATR |
0.41 |
0.41 |
0.01 |
1.3% |
0.00 |
| Volume |
75 |
925 |
850 |
1,133.3% |
684 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.31 |
123.09 |
122.18 |
|
| R3 |
122.83 |
122.61 |
122.05 |
|
| R2 |
122.35 |
122.35 |
122.01 |
|
| R1 |
122.13 |
122.13 |
121.96 |
122.24 |
| PP |
121.87 |
121.87 |
121.87 |
121.92 |
| S1 |
121.65 |
121.65 |
121.88 |
121.76 |
| S2 |
121.39 |
121.39 |
121.83 |
|
| S3 |
120.91 |
121.17 |
121.79 |
|
| S4 |
120.43 |
120.69 |
121.66 |
|
|
| 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 |
122.12 |
121.27 |
0.85 |
0.7% |
0.45 |
0.4% |
76% |
False |
False |
275 |
| 10 |
122.12 |
120.56 |
1.56 |
1.3% |
0.39 |
0.3% |
87% |
False |
False |
229 |
| 20 |
122.12 |
119.52 |
2.60 |
2.1% |
0.33 |
0.3% |
92% |
False |
False |
153 |
| 40 |
122.66 |
119.52 |
3.14 |
2.6% |
0.31 |
0.3% |
76% |
False |
False |
131 |
| 60 |
122.66 |
119.52 |
3.14 |
2.6% |
0.21 |
0.2% |
76% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.12 |
|
2.618 |
123.34 |
|
1.618 |
122.86 |
|
1.000 |
122.56 |
|
0.618 |
122.38 |
|
HIGH |
122.08 |
|
0.618 |
121.90 |
|
0.500 |
121.84 |
|
0.382 |
121.78 |
|
LOW |
121.60 |
|
0.618 |
121.30 |
|
1.000 |
121.12 |
|
1.618 |
120.82 |
|
2.618 |
120.34 |
|
4.250 |
119.56 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.89 |
121.90 |
| PP |
121.87 |
121.87 |
| S1 |
121.84 |
121.85 |
|