Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 15-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
15-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
121.72 |
121.97 |
0.25 |
0.2% |
122.80 |
| High |
122.10 |
122.02 |
-0.08 |
-0.1% |
122.80 |
| Low |
121.67 |
121.87 |
0.20 |
0.2% |
121.50 |
| Close |
122.07 |
121.89 |
-0.18 |
-0.1% |
122.07 |
| Range |
0.43 |
0.15 |
-0.28 |
-65.1% |
1.30 |
| ATR |
0.50 |
0.48 |
-0.02 |
-4.3% |
0.00 |
| Volume |
906 |
142 |
-764 |
-84.3% |
6,175 |
|
| Daily Pivots for day following 15-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.38 |
122.28 |
121.97 |
|
| R3 |
122.23 |
122.13 |
121.93 |
|
| R2 |
122.08 |
122.08 |
121.92 |
|
| R1 |
121.98 |
121.98 |
121.90 |
121.96 |
| PP |
121.93 |
121.93 |
121.93 |
121.91 |
| S1 |
121.83 |
121.83 |
121.88 |
121.81 |
| S2 |
121.78 |
121.78 |
121.86 |
|
| S3 |
121.63 |
121.68 |
121.85 |
|
| S4 |
121.48 |
121.53 |
121.81 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.02 |
125.35 |
122.79 |
|
| R3 |
124.72 |
124.05 |
122.43 |
|
| R2 |
123.42 |
123.42 |
122.31 |
|
| R1 |
122.75 |
122.75 |
122.19 |
122.44 |
| PP |
122.12 |
122.12 |
122.12 |
121.97 |
| S1 |
121.45 |
121.45 |
121.95 |
121.14 |
| S2 |
120.82 |
120.82 |
121.83 |
|
| S3 |
119.52 |
120.15 |
121.71 |
|
| S4 |
118.22 |
118.85 |
121.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.57 |
121.50 |
1.07 |
0.9% |
0.44 |
0.4% |
36% |
False |
False |
1,240 |
| 10 |
123.05 |
121.50 |
1.55 |
1.3% |
0.49 |
0.4% |
25% |
False |
False |
1,088 |
| 20 |
123.05 |
121.01 |
2.04 |
1.7% |
0.46 |
0.4% |
43% |
False |
False |
682 |
| 40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.40 |
0.3% |
67% |
False |
False |
405 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.31 |
0.3% |
67% |
False |
False |
296 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.23 |
0.2% |
67% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.66 |
|
2.618 |
122.41 |
|
1.618 |
122.26 |
|
1.000 |
122.17 |
|
0.618 |
122.11 |
|
HIGH |
122.02 |
|
0.618 |
121.96 |
|
0.500 |
121.95 |
|
0.382 |
121.93 |
|
LOW |
121.87 |
|
0.618 |
121.78 |
|
1.000 |
121.72 |
|
1.618 |
121.63 |
|
2.618 |
121.48 |
|
4.250 |
121.23 |
|
|
| Fisher Pivots for day following 15-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.95 |
121.86 |
| PP |
121.93 |
121.83 |
| S1 |
121.91 |
121.80 |
|