Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
121.27 |
121.41 |
0.14 |
0.1% |
121.97 |
| High |
121.43 |
122.38 |
0.95 |
0.8% |
122.20 |
| Low |
121.10 |
121.23 |
0.13 |
0.1% |
121.11 |
| Close |
121.36 |
122.19 |
0.83 |
0.7% |
121.20 |
| Range |
0.33 |
1.15 |
0.82 |
248.5% |
1.09 |
| ATR |
0.46 |
0.51 |
0.05 |
10.7% |
0.00 |
| Volume |
7,207 |
22,636 |
15,429 |
214.1% |
16,343 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.38 |
124.94 |
122.82 |
|
| R3 |
124.23 |
123.79 |
122.51 |
|
| R2 |
123.08 |
123.08 |
122.40 |
|
| R1 |
122.64 |
122.64 |
122.30 |
122.86 |
| PP |
121.93 |
121.93 |
121.93 |
122.05 |
| S1 |
121.49 |
121.49 |
122.08 |
121.71 |
| S2 |
120.78 |
120.78 |
121.98 |
|
| S3 |
119.63 |
120.34 |
121.87 |
|
| S4 |
118.48 |
119.19 |
121.56 |
|
|
| 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 |
122.38 |
121.10 |
1.28 |
1.0% |
0.53 |
0.4% |
85% |
True |
False |
9,125 |
| 10 |
122.38 |
121.10 |
1.28 |
1.0% |
0.46 |
0.4% |
85% |
True |
False |
4,917 |
| 20 |
123.05 |
121.10 |
1.95 |
1.6% |
0.49 |
0.4% |
56% |
False |
False |
2,946 |
| 40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.40 |
0.3% |
76% |
False |
False |
1,526 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.36 |
0.3% |
76% |
False |
False |
1,057 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.27 |
0.2% |
76% |
False |
False |
814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.27 |
|
2.618 |
125.39 |
|
1.618 |
124.24 |
|
1.000 |
123.53 |
|
0.618 |
123.09 |
|
HIGH |
122.38 |
|
0.618 |
121.94 |
|
0.500 |
121.81 |
|
0.382 |
121.67 |
|
LOW |
121.23 |
|
0.618 |
120.52 |
|
1.000 |
120.08 |
|
1.618 |
119.37 |
|
2.618 |
118.22 |
|
4.250 |
116.34 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.06 |
122.04 |
| PP |
121.93 |
121.89 |
| S1 |
121.81 |
121.74 |
|