Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.54 |
122.49 |
-0.05 |
0.0% |
122.87 |
| High |
122.60 |
123.02 |
0.42 |
0.3% |
122.98 |
| Low |
122.26 |
122.49 |
0.23 |
0.2% |
122.40 |
| Close |
122.48 |
122.83 |
0.35 |
0.3% |
122.52 |
| Range |
0.34 |
0.53 |
0.19 |
55.9% |
0.58 |
| ATR |
0.47 |
0.47 |
0.01 |
1.1% |
0.00 |
| Volume |
551,103 |
878,601 |
327,498 |
59.4% |
2,517,004 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.37 |
124.13 |
123.12 |
|
| R3 |
123.84 |
123.60 |
122.98 |
|
| R2 |
123.31 |
123.31 |
122.93 |
|
| R1 |
123.07 |
123.07 |
122.88 |
123.19 |
| PP |
122.78 |
122.78 |
122.78 |
122.84 |
| S1 |
122.54 |
122.54 |
122.78 |
122.66 |
| S2 |
122.25 |
122.25 |
122.73 |
|
| S3 |
121.72 |
122.01 |
122.68 |
|
| S4 |
121.19 |
121.48 |
122.54 |
|
|
| 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 |
123.02 |
122.26 |
0.76 |
0.6% |
0.45 |
0.4% |
75% |
True |
False |
720,421 |
| 10 |
123.03 |
122.19 |
0.84 |
0.7% |
0.43 |
0.3% |
76% |
False |
False |
415,031 |
| 20 |
123.03 |
121.10 |
1.93 |
1.6% |
0.44 |
0.4% |
90% |
False |
False |
209,974 |
| 40 |
123.05 |
120.42 |
2.63 |
2.1% |
0.44 |
0.4% |
92% |
False |
False |
105,271 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.42 |
0.3% |
94% |
False |
False |
70,212 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.33 |
0.3% |
94% |
False |
False |
52,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.27 |
|
2.618 |
124.41 |
|
1.618 |
123.88 |
|
1.000 |
123.55 |
|
0.618 |
123.35 |
|
HIGH |
123.02 |
|
0.618 |
122.82 |
|
0.500 |
122.76 |
|
0.382 |
122.69 |
|
LOW |
122.49 |
|
0.618 |
122.16 |
|
1.000 |
121.96 |
|
1.618 |
121.63 |
|
2.618 |
121.10 |
|
4.250 |
120.24 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.81 |
122.77 |
| PP |
122.78 |
122.70 |
| S1 |
122.76 |
122.64 |
|