Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
139.85 |
139.50 |
-0.35 |
-0.3% |
139.12 |
| High |
140.03 |
140.16 |
0.13 |
0.1% |
140.28 |
| Low |
139.13 |
139.39 |
0.26 |
0.2% |
138.81 |
| Close |
139.30 |
140.06 |
0.76 |
0.5% |
140.06 |
| Range |
0.90 |
0.77 |
-0.13 |
-14.4% |
1.47 |
| ATR |
0.91 |
0.91 |
0.00 |
-0.4% |
0.00 |
| Volume |
794,213 |
656,880 |
-137,333 |
-17.3% |
3,897,161 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.18 |
141.89 |
140.48 |
|
| R3 |
141.41 |
141.12 |
140.27 |
|
| R2 |
140.64 |
140.64 |
140.20 |
|
| R1 |
140.35 |
140.35 |
140.13 |
140.50 |
| PP |
139.87 |
139.87 |
139.87 |
139.94 |
| S1 |
139.58 |
139.58 |
139.99 |
139.73 |
| S2 |
139.10 |
139.10 |
139.92 |
|
| S3 |
138.33 |
138.81 |
139.85 |
|
| S4 |
137.56 |
138.04 |
139.64 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.13 |
143.56 |
140.87 |
|
| R3 |
142.66 |
142.09 |
140.46 |
|
| R2 |
141.19 |
141.19 |
140.33 |
|
| R1 |
140.62 |
140.62 |
140.19 |
140.91 |
| PP |
139.72 |
139.72 |
139.72 |
139.86 |
| S1 |
139.15 |
139.15 |
139.93 |
139.44 |
| S2 |
138.25 |
138.25 |
139.79 |
|
| S3 |
136.78 |
137.68 |
139.66 |
|
| S4 |
135.31 |
136.21 |
139.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.28 |
138.81 |
1.47 |
1.0% |
0.86 |
0.6% |
85% |
False |
False |
779,432 |
| 10 |
140.28 |
137.70 |
2.58 |
1.8% |
0.79 |
0.6% |
91% |
False |
False |
691,996 |
| 20 |
140.28 |
136.93 |
3.35 |
2.4% |
0.91 |
0.6% |
93% |
False |
False |
700,266 |
| 40 |
140.28 |
136.93 |
3.35 |
2.4% |
0.89 |
0.6% |
93% |
False |
False |
673,334 |
| 60 |
140.28 |
134.54 |
5.74 |
4.1% |
0.95 |
0.7% |
96% |
False |
False |
566,812 |
| 80 |
140.28 |
132.87 |
7.41 |
5.3% |
1.05 |
0.8% |
97% |
False |
False |
446,719 |
| 100 |
140.28 |
132.87 |
7.41 |
5.3% |
1.11 |
0.8% |
97% |
False |
False |
357,466 |
| 120 |
140.28 |
132.87 |
7.41 |
5.3% |
1.09 |
0.8% |
97% |
False |
False |
297,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.43 |
|
2.618 |
142.18 |
|
1.618 |
141.41 |
|
1.000 |
140.93 |
|
0.618 |
140.64 |
|
HIGH |
140.16 |
|
0.618 |
139.87 |
|
0.500 |
139.78 |
|
0.382 |
139.68 |
|
LOW |
139.39 |
|
0.618 |
138.91 |
|
1.000 |
138.62 |
|
1.618 |
138.14 |
|
2.618 |
137.37 |
|
4.250 |
136.12 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139.97 |
139.94 |
| PP |
139.87 |
139.82 |
| S1 |
139.78 |
139.71 |
|