Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
121.87 |
121.54 |
-0.33 |
-0.3% |
121.97 |
| High |
121.93 |
121.56 |
-0.37 |
-0.3% |
122.20 |
| Low |
121.42 |
121.11 |
-0.31 |
-0.3% |
121.11 |
| Close |
121.53 |
121.20 |
-0.33 |
-0.3% |
121.20 |
| Range |
0.51 |
0.45 |
-0.06 |
-11.8% |
1.09 |
| ATR |
0.47 |
0.47 |
0.00 |
-0.3% |
0.00 |
| Volume |
2,157 |
10,428 |
8,271 |
383.4% |
16,343 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.64 |
122.37 |
121.45 |
|
| R3 |
122.19 |
121.92 |
121.32 |
|
| R2 |
121.74 |
121.74 |
121.28 |
|
| R1 |
121.47 |
121.47 |
121.24 |
121.38 |
| PP |
121.29 |
121.29 |
121.29 |
121.25 |
| S1 |
121.02 |
121.02 |
121.16 |
120.93 |
| S2 |
120.84 |
120.84 |
121.12 |
|
| S3 |
120.39 |
120.57 |
121.08 |
|
| S4 |
119.94 |
120.12 |
120.95 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.77 |
124.08 |
121.80 |
|
| R3 |
123.68 |
122.99 |
121.50 |
|
| R2 |
122.59 |
122.59 |
121.40 |
|
| R1 |
121.90 |
121.90 |
121.30 |
121.70 |
| PP |
121.50 |
121.50 |
121.50 |
121.41 |
| S1 |
120.81 |
120.81 |
121.10 |
120.61 |
| S2 |
120.41 |
120.41 |
121.00 |
|
| S3 |
119.32 |
119.72 |
120.90 |
|
| S4 |
118.23 |
118.63 |
120.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.20 |
121.11 |
1.09 |
0.9% |
0.35 |
0.3% |
8% |
False |
True |
3,268 |
| 10 |
122.80 |
121.11 |
1.69 |
1.4% |
0.41 |
0.3% |
5% |
False |
True |
2,251 |
| 20 |
123.05 |
121.11 |
1.94 |
1.6% |
0.45 |
0.4% |
5% |
False |
True |
1,458 |
| 40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.39 |
0.3% |
48% |
False |
False |
787 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.34 |
0.3% |
48% |
False |
False |
563 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.25 |
0.2% |
48% |
False |
False |
444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.47 |
|
2.618 |
122.74 |
|
1.618 |
122.29 |
|
1.000 |
122.01 |
|
0.618 |
121.84 |
|
HIGH |
121.56 |
|
0.618 |
121.39 |
|
0.500 |
121.34 |
|
0.382 |
121.28 |
|
LOW |
121.11 |
|
0.618 |
120.83 |
|
1.000 |
120.66 |
|
1.618 |
120.38 |
|
2.618 |
119.93 |
|
4.250 |
119.20 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
121.34 |
121.61 |
| PP |
121.29 |
121.47 |
| S1 |
121.25 |
121.34 |
|