Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.40 |
122.55 |
0.15 |
0.1% |
122.54 |
| High |
122.68 |
122.77 |
0.09 |
0.1% |
123.02 |
| Low |
122.07 |
122.52 |
0.45 |
0.4% |
122.07 |
| Close |
122.56 |
122.71 |
0.15 |
0.1% |
122.56 |
| Range |
0.61 |
0.25 |
-0.36 |
-59.0% |
0.95 |
| ATR |
0.47 |
0.46 |
-0.02 |
-3.4% |
0.00 |
| Volume |
824,603 |
469,159 |
-355,444 |
-43.1% |
3,765,203 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.42 |
123.31 |
122.85 |
|
| R3 |
123.17 |
123.06 |
122.78 |
|
| R2 |
122.92 |
122.92 |
122.76 |
|
| R1 |
122.81 |
122.81 |
122.73 |
122.87 |
| PP |
122.67 |
122.67 |
122.67 |
122.69 |
| S1 |
122.56 |
122.56 |
122.69 |
122.62 |
| S2 |
122.42 |
122.42 |
122.66 |
|
| S3 |
122.17 |
122.31 |
122.64 |
|
| S4 |
121.92 |
122.06 |
122.57 |
|
|
| 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% |
0.44 |
0.4% |
67% |
False |
False |
736,651 |
| 10 |
123.02 |
122.07 |
0.95 |
0.8% |
0.43 |
0.4% |
67% |
False |
False |
663,344 |
| 20 |
123.03 |
121.10 |
1.93 |
1.6% |
0.45 |
0.4% |
83% |
False |
False |
350,050 |
| 40 |
123.05 |
121.01 |
2.04 |
1.7% |
0.46 |
0.4% |
83% |
False |
False |
175,366 |
| 60 |
123.05 |
119.52 |
3.53 |
2.9% |
0.42 |
0.3% |
90% |
False |
False |
116,954 |
| 80 |
123.05 |
119.52 |
3.53 |
2.9% |
0.35 |
0.3% |
90% |
False |
False |
87,735 |
| 100 |
123.05 |
119.52 |
3.53 |
2.9% |
0.28 |
0.2% |
90% |
False |
False |
70,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.83 |
|
2.618 |
123.42 |
|
1.618 |
123.17 |
|
1.000 |
123.02 |
|
0.618 |
122.92 |
|
HIGH |
122.77 |
|
0.618 |
122.67 |
|
0.500 |
122.65 |
|
0.382 |
122.62 |
|
LOW |
122.52 |
|
0.618 |
122.37 |
|
1.000 |
122.27 |
|
1.618 |
122.12 |
|
2.618 |
121.87 |
|
4.250 |
121.46 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.69 |
122.61 |
| PP |
122.67 |
122.52 |
| S1 |
122.65 |
122.42 |
|