Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.71 |
123.04 |
0.33 |
0.3% |
122.54 |
| High |
123.24 |
123.36 |
0.12 |
0.1% |
123.02 |
| Low |
122.45 |
122.94 |
0.49 |
0.4% |
122.07 |
| Close |
122.86 |
123.16 |
0.30 |
0.2% |
122.56 |
| Range |
0.79 |
0.42 |
-0.37 |
-46.8% |
0.95 |
| ATR |
0.48 |
0.48 |
0.00 |
0.3% |
0.00 |
| Volume |
834,834 |
814,315 |
-20,519 |
-2.5% |
3,765,203 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.41 |
124.21 |
123.39 |
|
| R3 |
123.99 |
123.79 |
123.28 |
|
| R2 |
123.57 |
123.57 |
123.24 |
|
| R1 |
123.37 |
123.37 |
123.20 |
123.47 |
| PP |
123.15 |
123.15 |
123.15 |
123.21 |
| S1 |
122.95 |
122.95 |
123.12 |
123.05 |
| S2 |
122.73 |
122.73 |
123.08 |
|
| S3 |
122.31 |
122.53 |
123.04 |
|
| S4 |
121.89 |
122.11 |
122.93 |
|
|
| 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 |
123.36 |
122.07 |
1.29 |
1.0% |
0.51 |
0.4% |
84% |
True |
False |
752,571 |
| 10 |
123.36 |
122.07 |
1.29 |
1.0% |
0.48 |
0.4% |
84% |
True |
False |
750,072 |
| 20 |
123.36 |
121.10 |
2.26 |
1.8% |
0.48 |
0.4% |
91% |
True |
False |
432,327 |
| 40 |
123.36 |
121.10 |
2.26 |
1.8% |
0.46 |
0.4% |
91% |
True |
False |
216,587 |
| 60 |
123.36 |
119.52 |
3.84 |
3.1% |
0.41 |
0.3% |
95% |
True |
False |
144,433 |
| 80 |
123.36 |
119.52 |
3.84 |
3.1% |
0.36 |
0.3% |
95% |
True |
False |
108,348 |
| 100 |
123.36 |
119.52 |
3.84 |
3.1% |
0.29 |
0.2% |
95% |
True |
False |
86,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.15 |
|
2.618 |
124.46 |
|
1.618 |
124.04 |
|
1.000 |
123.78 |
|
0.618 |
123.62 |
|
HIGH |
123.36 |
|
0.618 |
123.20 |
|
0.500 |
123.15 |
|
0.382 |
123.10 |
|
LOW |
122.94 |
|
0.618 |
122.68 |
|
1.000 |
122.52 |
|
1.618 |
122.26 |
|
2.618 |
121.84 |
|
4.250 |
121.16 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123.16 |
123.08 |
| PP |
123.15 |
122.99 |
| S1 |
123.15 |
122.91 |
|