Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
124.30 |
124.25 |
-0.05 |
0.0% |
122.70 |
| High |
124.34 |
124.44 |
0.10 |
0.1% |
124.50 |
| Low |
123.97 |
123.87 |
-0.10 |
-0.1% |
122.54 |
| Close |
124.08 |
124.29 |
0.21 |
0.2% |
124.45 |
| Range |
0.37 |
0.57 |
0.20 |
54.1% |
1.96 |
| ATR |
0.53 |
0.53 |
0.00 |
0.5% |
0.00 |
| Volume |
1,156,633 |
1,450,436 |
293,803 |
25.4% |
5,009,702 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.91 |
125.67 |
124.60 |
|
| R3 |
125.34 |
125.10 |
124.45 |
|
| R2 |
124.77 |
124.77 |
124.39 |
|
| R1 |
124.53 |
124.53 |
124.34 |
124.65 |
| PP |
124.20 |
124.20 |
124.20 |
124.26 |
| S1 |
123.96 |
123.96 |
124.24 |
124.08 |
| S2 |
123.63 |
123.63 |
124.19 |
|
| S3 |
123.06 |
123.39 |
124.13 |
|
| S4 |
122.49 |
122.82 |
123.98 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.71 |
129.04 |
125.53 |
|
| R3 |
127.75 |
127.08 |
124.99 |
|
| R2 |
125.79 |
125.79 |
124.81 |
|
| R1 |
125.12 |
125.12 |
124.63 |
125.46 |
| PP |
123.83 |
123.83 |
123.83 |
124.00 |
| S1 |
123.16 |
123.16 |
124.27 |
123.50 |
| S2 |
121.87 |
121.87 |
124.09 |
|
| S3 |
119.91 |
121.20 |
123.91 |
|
| S4 |
117.95 |
119.24 |
123.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.50 |
123.87 |
0.63 |
0.5% |
0.44 |
0.4% |
67% |
False |
True |
1,040,293 |
| 10 |
124.50 |
122.54 |
1.96 |
1.6% |
0.51 |
0.4% |
89% |
False |
False |
1,016,363 |
| 20 |
124.53 |
122.54 |
1.99 |
1.6% |
0.54 |
0.4% |
88% |
False |
False |
1,002,235 |
| 40 |
124.53 |
121.11 |
3.42 |
2.8% |
0.51 |
0.4% |
93% |
False |
False |
891,414 |
| 60 |
124.53 |
120.84 |
3.69 |
3.0% |
0.53 |
0.4% |
93% |
False |
False |
762,673 |
| 80 |
124.53 |
120.36 |
4.17 |
3.4% |
0.53 |
0.4% |
94% |
False |
False |
578,021 |
| 100 |
124.53 |
120.20 |
4.33 |
3.5% |
0.53 |
0.4% |
94% |
False |
False |
462,632 |
| 120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.50 |
0.4% |
95% |
False |
False |
385,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.86 |
|
2.618 |
125.93 |
|
1.618 |
125.36 |
|
1.000 |
125.01 |
|
0.618 |
124.79 |
|
HIGH |
124.44 |
|
0.618 |
124.22 |
|
0.500 |
124.16 |
|
0.382 |
124.09 |
|
LOW |
123.87 |
|
0.618 |
123.52 |
|
1.000 |
123.30 |
|
1.618 |
122.95 |
|
2.618 |
122.38 |
|
4.250 |
121.45 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.25 |
124.25 |
| PP |
124.20 |
124.20 |
| S1 |
124.16 |
124.16 |
|