Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
121.79 |
121.78 |
-0.01 |
0.0% |
122.00 |
| High |
122.06 |
121.87 |
-0.19 |
-0.2% |
122.20 |
| Low |
121.78 |
121.50 |
-0.28 |
-0.2% |
121.50 |
| Close |
121.99 |
121.74 |
-0.25 |
-0.2% |
121.91 |
| Range |
0.28 |
0.37 |
0.09 |
32.1% |
0.70 |
| ATR |
0.41 |
0.41 |
0.01 |
1.4% |
0.00 |
| Volume |
896 |
760 |
-136 |
-15.2% |
1,650 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.81 |
122.65 |
121.94 |
|
| R3 |
122.44 |
122.28 |
121.84 |
|
| R2 |
122.07 |
122.07 |
121.81 |
|
| R1 |
121.91 |
121.91 |
121.77 |
121.81 |
| PP |
121.70 |
121.70 |
121.70 |
121.65 |
| S1 |
121.54 |
121.54 |
121.71 |
121.44 |
| S2 |
121.33 |
121.33 |
121.67 |
|
| S3 |
120.96 |
121.17 |
121.64 |
|
| S4 |
120.59 |
120.80 |
121.54 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.44 |
|
2.618 |
122.84 |
|
1.618 |
122.47 |
|
1.000 |
122.24 |
|
0.618 |
122.10 |
|
HIGH |
121.87 |
|
0.618 |
121.73 |
|
0.500 |
121.69 |
|
0.382 |
121.64 |
|
LOW |
121.50 |
|
0.618 |
121.27 |
|
1.000 |
121.13 |
|
1.618 |
120.90 |
|
2.618 |
120.53 |
|
4.250 |
119.93 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.72 |
121.82 |
| PP |
121.70 |
121.79 |
| S1 |
121.69 |
121.77 |
|