Euro Bund Future September 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
122.58 |
122.16 |
-0.42 |
-0.3% |
122.43 |
| High |
122.58 |
122.16 |
-0.42 |
-0.3% |
123.32 |
| Low |
121.88 |
121.97 |
0.09 |
0.1% |
121.80 |
| Close |
122.22 |
122.01 |
-0.21 |
-0.2% |
122.11 |
| Range |
0.70 |
0.19 |
-0.51 |
-72.9% |
1.52 |
| ATR |
0.38 |
0.37 |
-0.01 |
-2.4% |
0.00 |
| Volume |
65 |
93 |
28 |
43.1% |
298 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.62 |
122.50 |
122.11 |
|
| R3 |
122.43 |
122.31 |
122.06 |
|
| R2 |
122.24 |
122.24 |
122.04 |
|
| R1 |
122.12 |
122.12 |
122.03 |
122.09 |
| PP |
122.05 |
122.05 |
122.05 |
122.03 |
| S1 |
121.93 |
121.93 |
121.99 |
121.90 |
| S2 |
121.86 |
121.86 |
121.98 |
|
| S3 |
121.67 |
121.74 |
121.96 |
|
| S4 |
121.48 |
121.55 |
121.91 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.97 |
126.06 |
122.95 |
|
| R3 |
125.45 |
124.54 |
122.53 |
|
| R2 |
123.93 |
123.93 |
122.39 |
|
| R1 |
123.02 |
123.02 |
122.25 |
122.72 |
| PP |
122.41 |
122.41 |
122.41 |
122.26 |
| S1 |
121.50 |
121.50 |
121.97 |
121.20 |
| S2 |
120.89 |
120.89 |
121.83 |
|
| S3 |
119.37 |
119.98 |
121.69 |
|
| S4 |
117.85 |
118.46 |
121.27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.97 |
|
2.618 |
122.66 |
|
1.618 |
122.47 |
|
1.000 |
122.35 |
|
0.618 |
122.28 |
|
HIGH |
122.16 |
|
0.618 |
122.09 |
|
0.500 |
122.07 |
|
0.382 |
122.04 |
|
LOW |
121.97 |
|
0.618 |
121.85 |
|
1.000 |
121.78 |
|
1.618 |
121.66 |
|
2.618 |
121.47 |
|
4.250 |
121.16 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
122.07 |
122.04 |
| PP |
122.05 |
122.03 |
| S1 |
122.03 |
122.02 |
|