Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.65 |
122.40 |
-0.25 |
-0.2% |
122.54 |
| High |
122.69 |
122.68 |
-0.01 |
0.0% |
123.02 |
| Low |
122.19 |
122.07 |
-0.12 |
-0.1% |
122.07 |
| Close |
122.40 |
122.56 |
0.16 |
0.1% |
122.56 |
| Range |
0.50 |
0.61 |
0.11 |
22.0% |
0.95 |
| ATR |
0.46 |
0.47 |
0.01 |
2.3% |
0.00 |
| Volume |
819,945 |
824,603 |
4,658 |
0.6% |
3,765,203 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.27 |
124.02 |
122.90 |
|
| R3 |
123.66 |
123.41 |
122.73 |
|
| R2 |
123.05 |
123.05 |
122.67 |
|
| R1 |
122.80 |
122.80 |
122.62 |
122.93 |
| PP |
122.44 |
122.44 |
122.44 |
122.50 |
| S1 |
122.19 |
122.19 |
122.50 |
122.32 |
| S2 |
121.83 |
121.83 |
122.45 |
|
| S3 |
121.22 |
121.58 |
122.39 |
|
| S4 |
120.61 |
120.97 |
122.22 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.40 |
124.93 |
123.08 |
|
| R3 |
124.45 |
123.98 |
122.82 |
|
| R2 |
123.50 |
123.50 |
122.73 |
|
| R1 |
123.03 |
123.03 |
122.65 |
123.27 |
| PP |
122.55 |
122.55 |
122.55 |
122.67 |
| S1 |
122.08 |
122.08 |
122.47 |
122.32 |
| S2 |
121.60 |
121.60 |
122.39 |
|
| S3 |
120.65 |
121.13 |
122.30 |
|
| S4 |
119.70 |
120.18 |
122.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.02 |
122.07 |
0.95 |
0.8% |
0.45 |
0.4% |
52% |
False |
True |
753,040 |
| 10 |
123.02 |
122.07 |
0.95 |
0.8% |
0.45 |
0.4% |
52% |
False |
True |
628,220 |
| 20 |
123.03 |
121.10 |
1.93 |
1.6% |
0.44 |
0.4% |
76% |
False |
False |
326,600 |
| 40 |
123.05 |
121.01 |
2.04 |
1.7% |
0.45 |
0.4% |
76% |
False |
False |
163,637 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.42 |
0.3% |
86% |
False |
False |
109,135 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.34 |
0.3% |
86% |
False |
False |
81,871 |
| 100 |
123.05 |
119.52 |
3.53 |
2.9% |
0.27 |
0.2% |
86% |
False |
False |
65,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.27 |
|
2.618 |
124.28 |
|
1.618 |
123.67 |
|
1.000 |
123.29 |
|
0.618 |
123.06 |
|
HIGH |
122.68 |
|
0.618 |
122.45 |
|
0.500 |
122.38 |
|
0.382 |
122.30 |
|
LOW |
122.07 |
|
0.618 |
121.69 |
|
1.000 |
121.46 |
|
1.618 |
121.08 |
|
2.618 |
120.47 |
|
4.250 |
119.48 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.50 |
122.53 |
| PP |
122.44 |
122.50 |
| S1 |
122.38 |
122.48 |
|