Euro Bund Future June 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
123.06 |
123.17 |
0.11 |
0.1% |
122.55 |
| High |
123.27 |
123.69 |
0.42 |
0.3% |
123.39 |
| Low |
122.87 |
123.13 |
0.26 |
0.2% |
122.45 |
| Close |
123.19 |
123.58 |
0.39 |
0.3% |
123.19 |
| Range |
0.40 |
0.56 |
0.16 |
40.0% |
0.94 |
| ATR |
0.47 |
0.48 |
0.01 |
1.3% |
0.00 |
| Volume |
723,182 |
640,475 |
-82,707 |
-11.4% |
3,583,237 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.15 |
124.92 |
123.89 |
|
| R3 |
124.59 |
124.36 |
123.73 |
|
| R2 |
124.03 |
124.03 |
123.68 |
|
| R1 |
123.80 |
123.80 |
123.63 |
123.92 |
| PP |
123.47 |
123.47 |
123.47 |
123.52 |
| S1 |
123.24 |
123.24 |
123.53 |
123.36 |
| S2 |
122.91 |
122.91 |
123.48 |
|
| S3 |
122.35 |
122.68 |
123.43 |
|
| S4 |
121.79 |
122.12 |
123.27 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.83 |
125.45 |
123.71 |
|
| R3 |
124.89 |
124.51 |
123.45 |
|
| R2 |
123.95 |
123.95 |
123.36 |
|
| R1 |
123.57 |
123.57 |
123.28 |
123.76 |
| PP |
123.01 |
123.01 |
123.01 |
123.11 |
| S1 |
122.63 |
122.63 |
123.10 |
122.82 |
| S2 |
122.07 |
122.07 |
123.02 |
|
| S3 |
121.13 |
121.69 |
122.93 |
|
| S4 |
120.19 |
120.75 |
122.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.69 |
122.45 |
1.24 |
1.0% |
0.52 |
0.4% |
91% |
True |
False |
750,910 |
| 10 |
123.69 |
122.07 |
1.62 |
1.3% |
0.48 |
0.4% |
93% |
True |
False |
743,781 |
| 20 |
123.69 |
121.23 |
2.46 |
2.0% |
0.48 |
0.4% |
96% |
True |
False |
536,608 |
| 40 |
123.69 |
121.10 |
2.59 |
2.1% |
0.46 |
0.4% |
96% |
True |
False |
269,213 |
| 60 |
123.69 |
119.52 |
4.17 |
3.4% |
0.42 |
0.3% |
97% |
True |
False |
179,511 |
| 80 |
123.69 |
119.52 |
4.17 |
3.4% |
0.38 |
0.3% |
97% |
True |
False |
134,663 |
| 100 |
123.69 |
119.52 |
4.17 |
3.4% |
0.30 |
0.2% |
97% |
True |
False |
107,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.07 |
|
2.618 |
125.16 |
|
1.618 |
124.60 |
|
1.000 |
124.25 |
|
0.618 |
124.04 |
|
HIGH |
123.69 |
|
0.618 |
123.48 |
|
0.500 |
123.41 |
|
0.382 |
123.34 |
|
LOW |
123.13 |
|
0.618 |
122.78 |
|
1.000 |
122.57 |
|
1.618 |
122.22 |
|
2.618 |
121.66 |
|
4.250 |
120.75 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
123.52 |
123.48 |
| PP |
123.47 |
123.38 |
| S1 |
123.41 |
123.28 |
|