Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
122.75 |
122.83 |
0.08 |
0.1% |
121.27 |
| High |
122.95 |
123.03 |
0.08 |
0.1% |
123.03 |
| Low |
122.65 |
122.63 |
-0.02 |
0.0% |
121.10 |
| Close |
122.83 |
122.98 |
0.15 |
0.1% |
122.98 |
| Range |
0.30 |
0.40 |
0.10 |
33.3% |
1.93 |
| ATR |
0.50 |
0.49 |
-0.01 |
-1.4% |
0.00 |
| Volume |
34,603 |
118,707 |
84,104 |
243.1% |
233,450 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.08 |
123.93 |
123.20 |
|
| R3 |
123.68 |
123.53 |
123.09 |
|
| R2 |
123.28 |
123.28 |
123.05 |
|
| R1 |
123.13 |
123.13 |
123.02 |
123.21 |
| PP |
122.88 |
122.88 |
122.88 |
122.92 |
| S1 |
122.73 |
122.73 |
122.94 |
122.81 |
| S2 |
122.48 |
122.48 |
122.91 |
|
| S3 |
122.08 |
122.33 |
122.87 |
|
| S4 |
121.68 |
121.93 |
122.76 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.16 |
127.50 |
124.04 |
|
| R3 |
126.23 |
125.57 |
123.51 |
|
| R2 |
124.30 |
124.30 |
123.33 |
|
| R1 |
123.64 |
123.64 |
123.16 |
123.97 |
| PP |
122.37 |
122.37 |
122.37 |
122.54 |
| S1 |
121.71 |
121.71 |
122.80 |
122.04 |
| S2 |
120.44 |
120.44 |
122.63 |
|
| S3 |
118.51 |
119.78 |
122.45 |
|
| S4 |
116.58 |
117.85 |
121.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.03 |
121.10 |
1.93 |
1.6% |
0.53 |
0.4% |
97% |
True |
False |
46,690 |
| 10 |
123.03 |
121.10 |
1.93 |
1.6% |
0.44 |
0.4% |
97% |
True |
False |
24,979 |
| 20 |
123.05 |
121.10 |
1.95 |
1.6% |
0.47 |
0.4% |
96% |
False |
False |
13,048 |
| 40 |
123.05 |
119.52 |
3.53 |
2.9% |
0.42 |
0.3% |
98% |
False |
False |
6,614 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.38 |
0.3% |
98% |
False |
False |
4,443 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.29 |
0.2% |
98% |
False |
False |
3,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.73 |
|
2.618 |
124.08 |
|
1.618 |
123.68 |
|
1.000 |
123.43 |
|
0.618 |
123.28 |
|
HIGH |
123.03 |
|
0.618 |
122.88 |
|
0.500 |
122.83 |
|
0.382 |
122.78 |
|
LOW |
122.63 |
|
0.618 |
122.38 |
|
1.000 |
122.23 |
|
1.618 |
121.98 |
|
2.618 |
121.58 |
|
4.250 |
120.93 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.93 |
122.86 |
| PP |
122.88 |
122.73 |
| S1 |
122.83 |
122.61 |
|