Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
123.04 |
123.26 |
0.22 |
0.2% |
122.54 |
| High |
123.36 |
123.39 |
0.03 |
0.0% |
123.02 |
| Low |
122.94 |
122.98 |
0.04 |
0.0% |
122.07 |
| Close |
123.16 |
123.08 |
-0.08 |
-0.1% |
122.56 |
| Range |
0.42 |
0.41 |
-0.01 |
-2.4% |
0.95 |
| ATR |
0.48 |
0.48 |
-0.01 |
-1.1% |
0.00 |
| Volume |
814,315 |
741,747 |
-72,568 |
-8.9% |
3,765,203 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.38 |
124.14 |
123.31 |
|
| R3 |
123.97 |
123.73 |
123.19 |
|
| R2 |
123.56 |
123.56 |
123.16 |
|
| R1 |
123.32 |
123.32 |
123.12 |
123.24 |
| PP |
123.15 |
123.15 |
123.15 |
123.11 |
| S1 |
122.91 |
122.91 |
123.04 |
122.83 |
| S2 |
122.74 |
122.74 |
123.00 |
|
| S3 |
122.33 |
122.50 |
122.97 |
|
| S4 |
121.92 |
122.09 |
122.85 |
|
|
| 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 |
123.39 |
122.07 |
1.32 |
1.1% |
0.50 |
0.4% |
77% |
True |
False |
736,931 |
| 10 |
123.39 |
122.07 |
1.32 |
1.1% |
0.46 |
0.4% |
77% |
True |
False |
757,862 |
| 20 |
123.39 |
121.10 |
2.29 |
1.9% |
0.47 |
0.4% |
86% |
True |
False |
469,307 |
| 40 |
123.39 |
121.10 |
2.29 |
1.9% |
0.46 |
0.4% |
86% |
True |
False |
235,127 |
| 60 |
123.39 |
119.52 |
3.87 |
3.1% |
0.42 |
0.3% |
92% |
True |
False |
156,794 |
| 80 |
123.39 |
119.52 |
3.87 |
3.1% |
0.37 |
0.3% |
92% |
True |
False |
117,619 |
| 100 |
123.39 |
119.52 |
3.87 |
3.1% |
0.29 |
0.2% |
92% |
True |
False |
94,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.13 |
|
2.618 |
124.46 |
|
1.618 |
124.05 |
|
1.000 |
123.80 |
|
0.618 |
123.64 |
|
HIGH |
123.39 |
|
0.618 |
123.23 |
|
0.500 |
123.19 |
|
0.382 |
123.14 |
|
LOW |
122.98 |
|
0.618 |
122.73 |
|
1.000 |
122.57 |
|
1.618 |
122.32 |
|
2.618 |
121.91 |
|
4.250 |
121.24 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123.19 |
123.03 |
| PP |
123.15 |
122.97 |
| S1 |
123.12 |
122.92 |
|