Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
121.69 |
121.73 |
0.04 |
0.0% |
122.14 |
| High |
122.21 |
121.85 |
-0.36 |
-0.3% |
123.05 |
| Low |
121.63 |
121.50 |
-0.13 |
-0.1% |
121.50 |
| Close |
121.99 |
121.67 |
-0.32 |
-0.3% |
122.72 |
| Range |
0.58 |
0.35 |
-0.23 |
-39.7% |
1.55 |
| ATR |
0.51 |
0.51 |
0.00 |
-0.3% |
0.00 |
| Volume |
1,365 |
722 |
-643 |
-47.1% |
5,000 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.72 |
122.55 |
121.86 |
|
| R3 |
122.37 |
122.20 |
121.77 |
|
| R2 |
122.02 |
122.02 |
121.73 |
|
| R1 |
121.85 |
121.85 |
121.70 |
121.76 |
| PP |
121.67 |
121.67 |
121.67 |
121.63 |
| S1 |
121.50 |
121.50 |
121.64 |
121.41 |
| S2 |
121.32 |
121.32 |
121.61 |
|
| S3 |
120.97 |
121.15 |
121.57 |
|
| S4 |
120.62 |
120.80 |
121.48 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.07 |
126.45 |
123.57 |
|
| R3 |
125.52 |
124.90 |
123.15 |
|
| R2 |
123.97 |
123.97 |
123.00 |
|
| R1 |
123.35 |
123.35 |
122.86 |
123.66 |
| PP |
122.42 |
122.42 |
122.42 |
122.58 |
| S1 |
121.80 |
121.80 |
122.58 |
122.11 |
| S2 |
120.87 |
120.87 |
122.44 |
|
| S3 |
119.32 |
120.25 |
122.29 |
|
| S4 |
117.77 |
118.70 |
121.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.05 |
121.50 |
1.55 |
1.3% |
0.54 |
0.4% |
11% |
False |
True |
1,525 |
| 10 |
123.05 |
121.50 |
1.55 |
1.3% |
0.51 |
0.4% |
11% |
False |
True |
1,037 |
| 20 |
123.05 |
120.87 |
2.18 |
1.8% |
0.46 |
0.4% |
37% |
False |
False |
646 |
| 40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.41 |
0.3% |
61% |
False |
False |
380 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.30 |
0.2% |
61% |
False |
False |
284 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.23 |
0.2% |
61% |
False |
False |
232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.34 |
|
2.618 |
122.77 |
|
1.618 |
122.42 |
|
1.000 |
122.20 |
|
0.618 |
122.07 |
|
HIGH |
121.85 |
|
0.618 |
121.72 |
|
0.500 |
121.68 |
|
0.382 |
121.63 |
|
LOW |
121.50 |
|
0.618 |
121.28 |
|
1.000 |
121.15 |
|
1.618 |
120.93 |
|
2.618 |
120.58 |
|
4.250 |
120.01 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.68 |
122.04 |
| PP |
121.67 |
121.91 |
| S1 |
121.67 |
121.79 |
|