Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.55 |
122.71 |
0.16 |
0.1% |
122.54 |
| High |
122.77 |
123.24 |
0.47 |
0.4% |
123.02 |
| Low |
122.52 |
122.45 |
-0.07 |
-0.1% |
122.07 |
| Close |
122.71 |
122.86 |
0.15 |
0.1% |
122.56 |
| Range |
0.25 |
0.79 |
0.54 |
216.0% |
0.95 |
| ATR |
0.46 |
0.48 |
0.02 |
5.2% |
0.00 |
| Volume |
469,159 |
834,834 |
365,675 |
77.9% |
3,765,203 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.22 |
124.83 |
123.29 |
|
| R3 |
124.43 |
124.04 |
123.08 |
|
| R2 |
123.64 |
123.64 |
123.00 |
|
| R1 |
123.25 |
123.25 |
122.93 |
123.45 |
| PP |
122.85 |
122.85 |
122.85 |
122.95 |
| S1 |
122.46 |
122.46 |
122.79 |
122.66 |
| S2 |
122.06 |
122.06 |
122.72 |
|
| S3 |
121.27 |
121.67 |
122.64 |
|
| S4 |
120.48 |
120.88 |
122.43 |
|
|
| 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 |
123.24 |
122.07 |
1.17 |
1.0% |
0.49 |
0.4% |
68% |
True |
False |
727,898 |
| 10 |
123.24 |
122.07 |
1.17 |
1.0% |
0.47 |
0.4% |
68% |
True |
False |
724,159 |
| 20 |
123.24 |
121.10 |
2.14 |
1.7% |
0.47 |
0.4% |
82% |
True |
False |
391,771 |
| 40 |
123.24 |
121.10 |
2.14 |
1.7% |
0.47 |
0.4% |
82% |
True |
False |
196,237 |
| 60 |
123.24 |
119.52 |
3.72 |
3.0% |
0.42 |
0.3% |
90% |
True |
False |
130,864 |
| 80 |
123.24 |
119.52 |
3.72 |
3.0% |
0.36 |
0.3% |
90% |
True |
False |
98,170 |
| 100 |
123.24 |
119.52 |
3.72 |
3.0% |
0.29 |
0.2% |
90% |
True |
False |
78,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.60 |
|
2.618 |
125.31 |
|
1.618 |
124.52 |
|
1.000 |
124.03 |
|
0.618 |
123.73 |
|
HIGH |
123.24 |
|
0.618 |
122.94 |
|
0.500 |
122.85 |
|
0.382 |
122.75 |
|
LOW |
122.45 |
|
0.618 |
121.96 |
|
1.000 |
121.66 |
|
1.618 |
121.17 |
|
2.618 |
120.38 |
|
4.250 |
119.09 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.86 |
122.79 |
| PP |
122.85 |
122.72 |
| S1 |
122.85 |
122.66 |
|