Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
122.09 |
121.87 |
-0.22 |
-0.2% |
122.80 |
| High |
122.10 |
121.93 |
-0.17 |
-0.1% |
122.80 |
| Low |
121.89 |
121.42 |
-0.47 |
-0.4% |
121.50 |
| Close |
122.04 |
121.53 |
-0.51 |
-0.4% |
122.07 |
| Range |
0.21 |
0.51 |
0.30 |
142.9% |
1.30 |
| ATR |
0.46 |
0.47 |
0.01 |
2.5% |
0.00 |
| Volume |
3,198 |
2,157 |
-1,041 |
-32.6% |
6,175 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.16 |
122.85 |
121.81 |
|
| R3 |
122.65 |
122.34 |
121.67 |
|
| R2 |
122.14 |
122.14 |
121.62 |
|
| R1 |
121.83 |
121.83 |
121.58 |
121.73 |
| PP |
121.63 |
121.63 |
121.63 |
121.58 |
| S1 |
121.32 |
121.32 |
121.48 |
121.22 |
| S2 |
121.12 |
121.12 |
121.44 |
|
| S3 |
120.61 |
120.81 |
121.39 |
|
| S4 |
120.10 |
120.30 |
121.25 |
|
|
| 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 |
122.20 |
121.42 |
0.78 |
0.6% |
0.35 |
0.3% |
14% |
False |
True |
1,364 |
| 10 |
123.05 |
121.42 |
1.63 |
1.3% |
0.44 |
0.4% |
7% |
False |
True |
1,445 |
| 20 |
123.05 |
121.42 |
1.63 |
1.3% |
0.45 |
0.4% |
7% |
False |
True |
948 |
| 40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.39 |
0.3% |
57% |
False |
False |
537 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.33 |
0.3% |
57% |
False |
False |
390 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.25 |
0.2% |
57% |
False |
False |
315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.10 |
|
2.618 |
123.27 |
|
1.618 |
122.76 |
|
1.000 |
122.44 |
|
0.618 |
122.25 |
|
HIGH |
121.93 |
|
0.618 |
121.74 |
|
0.500 |
121.68 |
|
0.382 |
121.61 |
|
LOW |
121.42 |
|
0.618 |
121.10 |
|
1.000 |
120.91 |
|
1.618 |
120.59 |
|
2.618 |
120.08 |
|
4.250 |
119.25 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.68 |
121.81 |
| PP |
121.63 |
121.72 |
| S1 |
121.58 |
121.62 |
|