Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.82 |
122.65 |
-0.17 |
-0.1% |
122.87 |
| High |
122.88 |
122.69 |
-0.19 |
-0.2% |
122.98 |
| Low |
122.59 |
122.19 |
-0.40 |
-0.3% |
122.40 |
| Close |
122.61 |
122.40 |
-0.21 |
-0.2% |
122.52 |
| Range |
0.29 |
0.50 |
0.21 |
72.4% |
0.58 |
| ATR |
0.46 |
0.46 |
0.00 |
0.6% |
0.00 |
| Volume |
690,951 |
819,945 |
128,994 |
18.7% |
2,517,004 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.93 |
123.66 |
122.68 |
|
| R3 |
123.43 |
123.16 |
122.54 |
|
| R2 |
122.93 |
122.93 |
122.49 |
|
| R1 |
122.66 |
122.66 |
122.45 |
122.55 |
| PP |
122.43 |
122.43 |
122.43 |
122.37 |
| S1 |
122.16 |
122.16 |
122.35 |
122.05 |
| S2 |
121.93 |
121.93 |
122.31 |
|
| S3 |
121.43 |
121.66 |
122.26 |
|
| S4 |
120.93 |
121.16 |
122.13 |
|
|
| 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 |
122.19 |
0.83 |
0.7% |
0.42 |
0.3% |
25% |
False |
True |
778,794 |
| 10 |
123.03 |
122.19 |
0.84 |
0.7% |
0.43 |
0.3% |
25% |
False |
True |
557,631 |
| 20 |
123.03 |
121.10 |
1.93 |
1.6% |
0.44 |
0.4% |
67% |
False |
False |
285,415 |
| 40 |
123.05 |
120.87 |
2.18 |
1.8% |
0.45 |
0.4% |
70% |
False |
False |
143,030 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.42 |
0.3% |
82% |
False |
False |
95,392 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.34 |
0.3% |
82% |
False |
False |
71,566 |
| 100 |
123.05 |
119.52 |
3.53 |
2.9% |
0.27 |
0.2% |
82% |
False |
False |
57,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.82 |
|
2.618 |
124.00 |
|
1.618 |
123.50 |
|
1.000 |
123.19 |
|
0.618 |
123.00 |
|
HIGH |
122.69 |
|
0.618 |
122.50 |
|
0.500 |
122.44 |
|
0.382 |
122.38 |
|
LOW |
122.19 |
|
0.618 |
121.88 |
|
1.000 |
121.69 |
|
1.618 |
121.38 |
|
2.618 |
120.88 |
|
4.250 |
120.07 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.44 |
122.61 |
| PP |
122.43 |
122.54 |
| S1 |
122.41 |
122.47 |
|