Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
122.14 |
121.79 |
-0.35 |
-0.3% |
122.00 |
High |
122.14 |
122.06 |
-0.08 |
-0.1% |
122.20 |
Low |
121.94 |
121.78 |
-0.16 |
-0.1% |
121.50 |
Close |
122.04 |
121.99 |
-0.05 |
0.0% |
121.91 |
Range |
0.20 |
0.28 |
0.08 |
40.0% |
0.70 |
ATR |
0.42 |
0.41 |
-0.01 |
-2.4% |
0.00 |
Volume |
433 |
896 |
463 |
106.9% |
1,650 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.78 |
122.67 |
122.14 |
|
R3 |
122.50 |
122.39 |
122.07 |
|
R2 |
122.22 |
122.22 |
122.04 |
|
R1 |
122.11 |
122.11 |
122.02 |
122.17 |
PP |
121.94 |
121.94 |
121.94 |
121.97 |
S1 |
121.83 |
121.83 |
121.96 |
121.89 |
S2 |
121.66 |
121.66 |
121.94 |
|
S3 |
121.38 |
121.55 |
121.91 |
|
S4 |
121.10 |
121.27 |
121.84 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.97 |
123.64 |
122.30 |
|
R3 |
123.27 |
122.94 |
122.10 |
|
R2 |
122.57 |
122.57 |
122.04 |
|
R1 |
122.24 |
122.24 |
121.97 |
122.06 |
PP |
121.87 |
121.87 |
121.87 |
121.78 |
S1 |
121.54 |
121.54 |
121.85 |
121.36 |
S2 |
121.17 |
121.17 |
121.78 |
|
S3 |
120.47 |
120.84 |
121.72 |
|
S4 |
119.77 |
120.14 |
121.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122.20 |
121.50 |
0.70 |
0.6% |
0.41 |
0.3% |
70% |
False |
False |
578 |
10 |
122.20 |
121.12 |
1.08 |
0.9% |
0.44 |
0.4% |
81% |
False |
False |
364 |
20 |
122.20 |
119.78 |
2.42 |
2.0% |
0.37 |
0.3% |
91% |
False |
False |
238 |
40 |
122.23 |
119.52 |
2.71 |
2.2% |
0.35 |
0.3% |
91% |
False |
False |
169 |
60 |
122.66 |
119.52 |
3.14 |
2.6% |
0.24 |
0.2% |
79% |
False |
False |
145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.25 |
2.618 |
122.79 |
1.618 |
122.51 |
1.000 |
122.34 |
0.618 |
122.23 |
HIGH |
122.06 |
0.618 |
121.95 |
0.500 |
121.92 |
0.382 |
121.89 |
LOW |
121.78 |
0.618 |
121.61 |
1.000 |
121.50 |
1.618 |
121.33 |
2.618 |
121.05 |
4.250 |
120.59 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
121.97 |
121.95 |
PP |
121.94 |
121.91 |
S1 |
121.92 |
121.87 |
|