Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
138.99 |
139.12 |
0.13 |
0.1% |
137.88 |
| High |
139.17 |
139.95 |
0.78 |
0.6% |
139.18 |
| Low |
138.81 |
138.81 |
0.00 |
0.0% |
137.70 |
| Close |
139.03 |
139.62 |
0.59 |
0.4% |
139.03 |
| Range |
0.36 |
1.14 |
0.78 |
216.7% |
1.48 |
| ATR |
0.92 |
0.94 |
0.02 |
1.7% |
0.00 |
| Volume |
484,150 |
810,936 |
326,786 |
67.5% |
2,471,376 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.88 |
142.39 |
140.25 |
|
| R3 |
141.74 |
141.25 |
139.93 |
|
| R2 |
140.60 |
140.60 |
139.83 |
|
| R1 |
140.11 |
140.11 |
139.72 |
140.36 |
| PP |
139.46 |
139.46 |
139.46 |
139.58 |
| S1 |
138.97 |
138.97 |
139.52 |
139.22 |
| S2 |
138.32 |
138.32 |
139.41 |
|
| S3 |
137.18 |
137.83 |
139.31 |
|
| S4 |
136.04 |
136.69 |
138.99 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.08 |
142.53 |
139.84 |
|
| R3 |
141.60 |
141.05 |
139.44 |
|
| R2 |
140.12 |
140.12 |
139.30 |
|
| R1 |
139.57 |
139.57 |
139.17 |
139.85 |
| PP |
138.64 |
138.64 |
138.64 |
138.77 |
| S1 |
138.09 |
138.09 |
138.89 |
138.37 |
| S2 |
137.16 |
137.16 |
138.76 |
|
| S3 |
135.68 |
136.61 |
138.62 |
|
| S4 |
134.20 |
135.13 |
138.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.95 |
137.70 |
2.25 |
1.6% |
0.81 |
0.6% |
85% |
True |
False |
656,462 |
| 10 |
139.95 |
137.64 |
2.31 |
1.7% |
0.85 |
0.6% |
86% |
True |
False |
664,522 |
| 20 |
139.95 |
136.93 |
3.02 |
2.2% |
0.91 |
0.7% |
89% |
True |
False |
679,984 |
| 40 |
140.23 |
136.93 |
3.30 |
2.4% |
0.89 |
0.6% |
82% |
False |
False |
624,883 |
| 60 |
140.23 |
133.50 |
6.73 |
4.8% |
0.99 |
0.7% |
91% |
False |
False |
540,543 |
| 80 |
140.23 |
132.87 |
7.36 |
5.3% |
1.08 |
0.8% |
92% |
False |
False |
408,176 |
| 100 |
140.23 |
132.87 |
7.36 |
5.3% |
1.12 |
0.8% |
92% |
False |
False |
326,611 |
| 120 |
140.23 |
132.87 |
7.36 |
5.3% |
1.11 |
0.8% |
92% |
False |
False |
272,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.80 |
|
2.618 |
142.93 |
|
1.618 |
141.79 |
|
1.000 |
141.09 |
|
0.618 |
140.65 |
|
HIGH |
139.95 |
|
0.618 |
139.51 |
|
0.500 |
139.38 |
|
0.382 |
139.25 |
|
LOW |
138.81 |
|
0.618 |
138.11 |
|
1.000 |
137.67 |
|
1.618 |
136.97 |
|
2.618 |
135.83 |
|
4.250 |
133.97 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.54 |
139.49 |
| PP |
139.46 |
139.36 |
| S1 |
139.38 |
139.23 |
|