Euro Bund Future March 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
124.27 |
124.03 |
-0.24 |
-0.2% |
124.30 |
| High |
124.38 |
124.13 |
-0.25 |
-0.2% |
124.45 |
| Low |
123.93 |
123.96 |
0.03 |
0.0% |
123.87 |
| Close |
124.01 |
124.00 |
-0.01 |
0.0% |
124.01 |
| Range |
0.45 |
0.17 |
-0.28 |
-62.2% |
0.58 |
| ATR |
0.53 |
0.50 |
-0.03 |
-4.8% |
0.00 |
| Volume |
834,138 |
43,035 |
-791,103 |
-94.8% |
5,046,153 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.54 |
124.44 |
124.09 |
|
| R3 |
124.37 |
124.27 |
124.05 |
|
| R2 |
124.20 |
124.20 |
124.03 |
|
| R1 |
124.10 |
124.10 |
124.02 |
124.07 |
| PP |
124.03 |
124.03 |
124.03 |
124.01 |
| S1 |
123.93 |
123.93 |
123.98 |
123.90 |
| S2 |
123.86 |
123.86 |
123.97 |
|
| S3 |
123.69 |
123.76 |
123.95 |
|
| S4 |
123.52 |
123.59 |
123.91 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.85 |
125.51 |
124.33 |
|
| R3 |
125.27 |
124.93 |
124.17 |
|
| R2 |
124.69 |
124.69 |
124.12 |
|
| R1 |
124.35 |
124.35 |
124.06 |
124.23 |
| PP |
124.11 |
124.11 |
124.11 |
124.05 |
| S1 |
123.77 |
123.77 |
123.96 |
123.65 |
| S2 |
123.53 |
123.53 |
123.90 |
|
| S3 |
122.95 |
123.19 |
123.85 |
|
| S4 |
122.37 |
122.61 |
123.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124.44 |
123.87 |
0.57 |
0.5% |
0.40 |
0.3% |
23% |
False |
False |
891,290 |
| 10 |
124.50 |
122.68 |
1.82 |
1.5% |
0.49 |
0.4% |
73% |
False |
False |
950,100 |
| 20 |
124.50 |
122.54 |
1.96 |
1.6% |
0.49 |
0.4% |
74% |
False |
False |
923,664 |
| 40 |
124.53 |
121.18 |
3.35 |
2.7% |
0.51 |
0.4% |
84% |
False |
False |
880,560 |
| 60 |
124.53 |
120.84 |
3.69 |
3.0% |
0.53 |
0.4% |
86% |
False |
False |
762,675 |
| 80 |
124.53 |
120.41 |
4.12 |
3.3% |
0.52 |
0.4% |
87% |
False |
False |
588,886 |
| 100 |
124.53 |
120.20 |
4.33 |
3.5% |
0.53 |
0.4% |
88% |
False |
False |
471,356 |
| 120 |
124.53 |
119.83 |
4.70 |
3.8% |
0.50 |
0.4% |
89% |
False |
False |
392,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.85 |
|
2.618 |
124.58 |
|
1.618 |
124.41 |
|
1.000 |
124.30 |
|
0.618 |
124.24 |
|
HIGH |
124.13 |
|
0.618 |
124.07 |
|
0.500 |
124.05 |
|
0.382 |
124.02 |
|
LOW |
123.96 |
|
0.618 |
123.85 |
|
1.000 |
123.79 |
|
1.618 |
123.68 |
|
2.618 |
123.51 |
|
4.250 |
123.24 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
124.05 |
124.16 |
| PP |
124.03 |
124.10 |
| S1 |
124.02 |
124.05 |
|