Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
121.78 |
121.58 |
-0.20 |
-0.2% |
122.00 |
| High |
121.87 |
122.47 |
0.60 |
0.5% |
122.20 |
| Low |
121.50 |
121.54 |
0.04 |
0.0% |
121.50 |
| Close |
121.74 |
122.23 |
0.49 |
0.4% |
121.91 |
| Range |
0.37 |
0.93 |
0.56 |
151.4% |
0.70 |
| ATR |
0.41 |
0.45 |
0.04 |
8.9% |
0.00 |
| Volume |
760 |
551 |
-209 |
-27.5% |
1,650 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.87 |
124.48 |
122.74 |
|
| R3 |
123.94 |
123.55 |
122.49 |
|
| R2 |
123.01 |
123.01 |
122.40 |
|
| R1 |
122.62 |
122.62 |
122.32 |
122.82 |
| PP |
122.08 |
122.08 |
122.08 |
122.18 |
| S1 |
121.69 |
121.69 |
122.14 |
121.89 |
| S2 |
121.15 |
121.15 |
122.06 |
|
| S3 |
120.22 |
120.76 |
121.97 |
|
| S4 |
119.29 |
119.83 |
121.72 |
|
|
| 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 |
126.42 |
|
2.618 |
124.90 |
|
1.618 |
123.97 |
|
1.000 |
123.40 |
|
0.618 |
123.04 |
|
HIGH |
122.47 |
|
0.618 |
122.11 |
|
0.500 |
122.01 |
|
0.382 |
121.90 |
|
LOW |
121.54 |
|
0.618 |
120.97 |
|
1.000 |
120.61 |
|
1.618 |
120.04 |
|
2.618 |
119.11 |
|
4.250 |
117.59 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.16 |
122.15 |
| PP |
122.08 |
122.07 |
| S1 |
122.01 |
121.99 |
|