Euro Bund Future March 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
139.91 |
139.98 |
0.07 |
0.1% |
139.12 |
| High |
140.39 |
140.48 |
0.09 |
0.1% |
140.28 |
| Low |
139.71 |
139.92 |
0.21 |
0.2% |
138.81 |
| Close |
139.81 |
140.30 |
0.49 |
0.4% |
140.06 |
| Range |
0.68 |
0.56 |
-0.12 |
-17.6% |
1.47 |
| ATR |
0.89 |
0.88 |
-0.02 |
-1.8% |
0.00 |
| Volume |
944,474 |
1,276,821 |
332,347 |
35.2% |
3,897,161 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.91 |
141.67 |
140.61 |
|
| R3 |
141.35 |
141.11 |
140.45 |
|
| R2 |
140.79 |
140.79 |
140.40 |
|
| R1 |
140.55 |
140.55 |
140.35 |
140.67 |
| PP |
140.23 |
140.23 |
140.23 |
140.30 |
| S1 |
139.99 |
139.99 |
140.25 |
140.11 |
| S2 |
139.67 |
139.67 |
140.20 |
|
| S3 |
139.11 |
139.43 |
140.15 |
|
| S4 |
138.55 |
138.87 |
139.99 |
|
|
| 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 |
140.48 |
139.13 |
1.35 |
1.0% |
0.74 |
0.5% |
87% |
True |
False |
916,520 |
| 10 |
140.48 |
137.72 |
2.76 |
2.0% |
0.79 |
0.6% |
93% |
True |
False |
796,736 |
| 20 |
140.48 |
136.93 |
3.55 |
2.5% |
0.86 |
0.6% |
95% |
True |
False |
747,109 |
| 40 |
140.48 |
136.93 |
3.55 |
2.5% |
0.88 |
0.6% |
95% |
True |
False |
702,840 |
| 60 |
140.48 |
135.22 |
5.26 |
3.7% |
0.92 |
0.7% |
97% |
True |
False |
578,205 |
| 80 |
140.48 |
132.87 |
7.61 |
5.4% |
1.03 |
0.7% |
98% |
True |
False |
474,400 |
| 100 |
140.48 |
132.87 |
7.61 |
5.4% |
1.09 |
0.8% |
98% |
True |
False |
379,675 |
| 120 |
140.48 |
132.87 |
7.61 |
5.4% |
1.08 |
0.8% |
98% |
True |
False |
316,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.86 |
|
2.618 |
141.95 |
|
1.618 |
141.39 |
|
1.000 |
141.04 |
|
0.618 |
140.83 |
|
HIGH |
140.48 |
|
0.618 |
140.27 |
|
0.500 |
140.20 |
|
0.382 |
140.13 |
|
LOW |
139.92 |
|
0.618 |
139.57 |
|
1.000 |
139.36 |
|
1.618 |
139.01 |
|
2.618 |
138.45 |
|
4.250 |
137.54 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140.27 |
140.18 |
| PP |
140.23 |
140.06 |
| S1 |
140.20 |
139.94 |
|