Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.71 |
122.80 |
0.09 |
0.1% |
122.87 |
| High |
122.96 |
122.90 |
-0.06 |
0.0% |
122.98 |
| Low |
122.40 |
122.44 |
0.04 |
0.0% |
122.40 |
| Close |
122.80 |
122.52 |
-0.28 |
-0.2% |
122.52 |
| Range |
0.56 |
0.46 |
-0.10 |
-17.9% |
0.58 |
| ATR |
0.48 |
0.48 |
0.00 |
-0.3% |
0.00 |
| Volume |
663,843 |
953,371 |
289,528 |
43.6% |
2,517,004 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.00 |
123.72 |
122.77 |
|
| R3 |
123.54 |
123.26 |
122.65 |
|
| R2 |
123.08 |
123.08 |
122.60 |
|
| R1 |
122.80 |
122.80 |
122.56 |
122.71 |
| PP |
122.62 |
122.62 |
122.62 |
122.58 |
| S1 |
122.34 |
122.34 |
122.48 |
122.25 |
| S2 |
122.16 |
122.16 |
122.44 |
|
| S3 |
121.70 |
121.88 |
122.39 |
|
| S4 |
121.24 |
121.42 |
122.27 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.37 |
124.03 |
122.84 |
|
| R3 |
123.79 |
123.45 |
122.68 |
|
| R2 |
123.21 |
123.21 |
122.63 |
|
| R1 |
122.87 |
122.87 |
122.57 |
122.75 |
| PP |
122.63 |
122.63 |
122.63 |
122.58 |
| S1 |
122.29 |
122.29 |
122.47 |
122.17 |
| S2 |
122.05 |
122.05 |
122.41 |
|
| S3 |
121.47 |
121.71 |
122.36 |
|
| S4 |
120.89 |
121.13 |
122.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.98 |
122.40 |
0.58 |
0.5% |
0.44 |
0.4% |
21% |
False |
False |
503,400 |
| 10 |
123.03 |
121.10 |
1.93 |
1.6% |
0.49 |
0.4% |
74% |
False |
False |
275,045 |
| 20 |
123.03 |
121.10 |
1.93 |
1.6% |
0.45 |
0.4% |
74% |
False |
False |
138,648 |
| 40 |
123.05 |
119.80 |
3.25 |
2.7% |
0.44 |
0.4% |
84% |
False |
False |
69,531 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.42 |
0.3% |
85% |
False |
False |
46,384 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.32 |
0.3% |
85% |
False |
False |
34,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.86 |
|
2.618 |
124.10 |
|
1.618 |
123.64 |
|
1.000 |
123.36 |
|
0.618 |
123.18 |
|
HIGH |
122.90 |
|
0.618 |
122.72 |
|
0.500 |
122.67 |
|
0.382 |
122.62 |
|
LOW |
122.44 |
|
0.618 |
122.16 |
|
1.000 |
121.98 |
|
1.618 |
121.70 |
|
2.618 |
121.24 |
|
4.250 |
120.49 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.67 |
122.68 |
| PP |
122.62 |
122.63 |
| S1 |
122.57 |
122.57 |
|